EGB Call/OMV 23-24/ AT0000A36PE9 /
| 5/31/2024 5:25:00 PM | Chg.+0.024 | Bid5:29:12 PM | Ask5:29:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.050EUR | +92.31% | - Bid Size: - |
- Ask Size: - |
OMV AG | 46.00 EUR | 6/21/2024 | Call |
Master data
| WKN: | EB1E23 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 46.00 EUR |
| Maturity: | 6/21/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 92.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.25 |
| Parity: | -0.06 |
| Time value: | 0.05 |
| Break-even: | 46.49 |
| Moneyness: | 0.99 |
| Premium: | 0.02 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.02 |
| Spread %: | 75.00% |
| Delta: | 0.39 |
| Theta: | -0.02 |
| Omega: | 36.22 |
| Rho: | 0.01 |
Quote data
| Open: | 0.023 |
|---|---|
| High: | 0.050 |
| Low: | 0.019 |
| Previous Close: | 0.026 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -41.86% | ||
|---|---|---|---|
| 1 Month | -41.86% | ||
| 3 Months | -13.79% | ||
| YTD | -45.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.114 | 0.026 |
|---|---|---|
| 1M High / 1M Low: | 0.215 | 0.026 |
| 6M High / 6M Low: | 0.215 | 0.026 |
| High (YTD): | 5/21/2024 | 0.215 |
| Low (YTD): | 5/30/2024 | 0.026 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.068 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.116 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.085 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 488.69% | |
| Volatility 6M: | 316.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
