EGB Call/OMV 23-24/ AT0000A390K6 /
| 2024-05-29 3:25:00 PM | Chg.-0.030 | Bid4:20:25 PM | Ask4:20:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.309EUR | -8.85% | 0.279 Bid Size: 10,000 |
0.300 Ask Size: 10,000 |
OMV AG | 44.00 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F2Z |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.09 |
| Historic volatility: | 0.25 |
| Parity: | 0.25 |
| Time value: | 0.11 |
| Break-even: | 47.62 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 6.16% |
| Delta: | 0.89 |
| Theta: | -0.01 |
| Omega: | 11.39 |
| Rho: | 0.21 |
Quote data
| Open: | 0.351 |
|---|---|
| High: | 0.351 |
| Low: | 0.309 |
| Previous Close: | 0.339 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -14.17% | ||
|---|---|---|---|
| 1 Month | +25.61% | ||
| 3 Months | +48.56% | ||
| YTD | +41.10% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.382 | 0.339 |
|---|---|---|
| 1M High / 1M Low: | 0.460 | 0.246 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-21 | 0.460 |
| Low (YTD): | 2024-01-17 | 0.149 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.361 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.359 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 168.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
