EGB Call/OMV 23-24/ AT0000A390F6 /
| 2024-06-07 5:25:00 PM | Chg.0.000 | Bid5:29:23 PM | Ask5:29:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.343EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 2024-06-21 | Call |
Master data
| WKN: | EB1F23 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 EUR |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-06-18 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.24 |
| Parity: | 0.33 |
| Time value: | 0.04 |
| Break-even: | 41.46 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.02 |
| Spread %: | 5.83% |
| Delta: | 0.84 |
| Theta: | -0.03 |
| Omega: | 10.07 |
| Rho: | 0.01 |
Quote data
| Open: | 0.379 |
|---|---|
| High: | 0.379 |
| Low: | 0.338 |
| Previous Close: | 0.343 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -43.77% | ||
|---|---|---|---|
| 1 Month | -31.94% | ||
| 3 Months | +68.14% | ||
| YTD | +18.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.610 | 0.336 |
|---|---|---|
| 1M High / 1M Low: | 0.806 | 0.336 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-21 | 0.806 |
| Low (YTD): | 2024-01-17 | 0.189 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.480 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.632 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
