EGB Call/OMV 24-25/ AT0000A3AEZ3 /
| 21/06/2024 17:25:00 | Chg.-0.025 | Bid17:28:10 | Ask17:28:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.378EUR | -6.20% | - Bid Size: - |
- Ask Size: - |
OMV AG | 39.9085 EUR | 21/03/2025 | Call |
Master data
| WKN: | EB1GA1 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 39.91 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/02/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -0.03 |
| Time value: | 0.42 |
| Break-even: | 43.89 |
| Moneyness: | 0.99 |
| Premium: | 0.11 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 5.28% |
| Delta: | 0.58 |
| Theta: | -0.01 |
| Omega: | 5.74 |
| Rho: | 0.14 |
Quote data
| Open: | 0.409 |
|---|---|
| High: | 0.409 |
| Low: | 0.378 |
| Previous Close: | 0.403 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +0.27% | ||
|---|---|---|---|
| 1 Month | -42.11% | ||
| 3 Months | -1.82% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.403 | 0.359 |
|---|---|---|
| 1M High / 1M Low: | 0.653 | 0.359 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.382 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.487 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.44% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
