EGB Put/OMV 23-24/ AT0000A39146 /
| 2024-05-29 1:25:00 PM | Chg.+0.002 | Bid3:10:44 PM | Ask3:10:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.071EUR | +2.90% | 0.073 Bid Size: 10,000 |
0.094 Ask Size: 10,000 |
OMV AG | 36.00 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F3L |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 36.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -52.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | -1.05 |
| Time value: | 0.09 |
| Break-even: | 35.11 |
| Moneyness: | 0.77 |
| Premium: | 0.25 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.02 |
| Spread %: | 30.88% |
| Delta: | -0.12 |
| Theta: | -0.01 |
| Omega: | -6.51 |
| Rho: | -0.04 |
Quote data
| Open: | 0.066 |
|---|---|
| High: | 0.071 |
| Low: | 0.066 |
| Previous Close: | 0.069 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +1.43% | ||
|---|---|---|---|
| 1 Month | -44.53% | ||
| 3 Months | -69.66% | ||
| YTD | -78.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.070 | 0.064 |
|---|---|---|
| 1M High / 1M Low: | 0.128 | 0.058 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-17 | 0.384 |
| Low (YTD): | 2024-05-21 | 0.058 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.068 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.084 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 138.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
