EGB Call/OMV 23-24/ AT0000A37TV3 /
| 6/4/2024 11:25:00 AM | Chg.-0.005 | Bid1:21:40 PM | Ask1:21:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.067EUR | -6.94% | 0.061 Bid Size: 10,000 |
0.082 Ask Size: 10,000 |
OMV AG | 48.00 EUR | 9/20/2024 | Call |
Master data
| WKN: | EB1FJJ |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 EUR |
| Maturity: | 9/20/2024 |
| Issue date: | 10/19/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 51.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.25 |
| Parity: | -0.20 |
| Time value: | 0.09 |
| Break-even: | 48.89 |
| Moneyness: | 0.96 |
| Premium: | 0.06 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.02 |
| Spread %: | 28.99% |
| Delta: | 0.36 |
| Theta: | -0.01 |
| Omega: | 18.67 |
| Rho: | 0.05 |
Quote data
| Open: | 0.062 |
|---|---|
| High: | 0.067 |
| Low: | 0.062 |
| Previous Close: | 0.072 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -22.99% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +21.82% | ||
| YTD | -19.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.087 | 0.060 |
|---|---|---|
| 1M High / 1M Low: | 0.163 | 0.060 |
| 6M High / 6M Low: | 0.163 | 0.042 |
| High (YTD): | 5/21/2024 | 0.163 |
| Low (YTD): | 3/7/2024 | 0.042 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.073 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.110 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.083 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 282.24% | |
| Volatility 6M: | 222.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
