EGB Call/OMV 23-24/ AT0000A390G4 /
| 2024-06-19 9:25:00 AM | Chg.+0.016 | Bid9:55:12 AM | Ask9:55:12 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.333EUR | +5.05% | 0.336 Bid Size: 10,000 |
0.357 Ask Size: 10,000 |
OMV AG | 38.0081 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1F22 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | 0.13 |
| Time value: | 0.20 |
| Break-even: | 41.14 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.02 |
| Spread %: | 6.82% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 7.98 |
| Rho: | 0.06 |
Quote data
| Open: | 0.339 |
|---|---|
| High: | 0.339 |
| Low: | 0.333 |
| Previous Close: | 0.317 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -17.37% | ||
|---|---|---|---|
| 1 Month | -55.89% | ||
| 3 Months | -9.26% | ||
| YTD | +2.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.403 | 0.282 |
|---|---|---|
| 1M High / 1M Low: | 0.806 | 0.282 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-21 | 0.806 |
| Low (YTD): | 2024-01-17 | 0.224 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.325 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.535 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
