EGB Put/OMV 23-24/ AT0000A36Q43 /
| 6/7/2024 5:25:00 PM | Chg.-0.002 | Bid5:28:02 PM | Ask5:28:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.103EUR | -1.90% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 9/20/2024 | Put |
Master data
| WKN: | EB1E3M |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.01 EUR |
| Maturity: | 9/20/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -35.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | -0.34 |
| Time value: | 0.12 |
| Break-even: | 36.86 |
| Moneyness: | 0.92 |
| Premium: | 0.11 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.02 |
| Spread %: | 21.00% |
| Delta: | -0.26 |
| Theta: | -0.01 |
| Omega: | -9.34 |
| Rho: | -0.03 |
Quote data
| Open: | 0.096 |
|---|---|
| High: | 0.104 |
| Low: | 0.096 |
| Previous Close: | 0.105 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +7.29% | ||
|---|---|---|---|
| 1 Month | -23.70% | ||
| 3 Months | -75.18% | ||
| YTD | -78.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.113 | 0.091 |
|---|---|---|
| 1M High / 1M Low: | 0.135 | 0.076 |
| 6M High / 6M Low: | 0.578 | 0.076 |
| High (YTD): | 1/17/2024 | 0.578 |
| Low (YTD): | 5/21/2024 | 0.076 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.104 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.097 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.321 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 183.51% | |
| Volatility 6M: | 124.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
