EGB Call/OMV 23-24/ AT0000A36PH2 /
| 5/22/2024 9:25:00 AM | Chg.-0.051 | Bid10:28:48 AM | Ask10:28:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.212EUR | -19.39% | 0.205 Bid Size: 10,000 |
0.225 Ask Size: 10,000 |
OMV AG | 46.00 EUR | 9/20/2024 | Call |
Master data
| WKN: | EB1E20 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 46.00 EUR |
| Maturity: | 9/20/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.10 |
| Historic volatility: | 0.25 |
| Parity: | 0.21 |
| Time value: | 0.08 |
| Break-even: | 48.89 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 7.84% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 14.04 |
| Rho: | 0.12 |
Quote data
| Open: | 0.234 |
|---|---|
| High: | 0.234 |
| Low: | 0.212 |
| Previous Close: | 0.263 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -4.07% | ||
|---|---|---|---|
| 1 Month | +84.35% | ||
| 3 Months | +78.15% | ||
| YTD | +76.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.263 | 0.209 |
|---|---|---|
| 1M High / 1M Low: | 0.263 | 0.093 |
| 6M High / 6M Low: | 0.263 | 0.064 |
| High (YTD): | 5/21/2024 | 0.263 |
| Low (YTD): | 3/11/2024 | 0.064 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.234 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.164 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.127 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 221.84% | |
| Volatility 6M: | 193.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
