EGB Put/OMV 23-24/ AT0000A39153 /
| 14/06/2024 17:25:00 | Chg.+0.006 | Bid17:29:24 | Ask17:29:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.153EUR | +4.08% | - Bid Size: - |
- Ask Size: - |
OMV AG | 36.1077 EUR | 20/12/2024 | Put |
Master data
| WKN: | EB1F3K |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 36.11 EUR |
| Maturity: | 20/12/2024 |
| Issue date: | 21/12/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -24.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | -0.33 |
| Time value: | 0.17 |
| Break-even: | 34.48 |
| Moneyness: | 0.92 |
| Premium: | 0.12 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.02 |
| Spread %: | 15.54% |
| Delta: | -0.28 |
| Theta: | -0.01 |
| Omega: | -6.73 |
| Rho: | -0.07 |
Quote data
| Open: | 0.155 |
|---|---|
| High: | 0.156 |
| Low: | 0.152 |
| Previous Close: | 0.147 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +23.39% | ||
|---|---|---|---|
| 1 Month | +48.54% | ||
| 3 Months | -47.78% | ||
| YTD | -63.31% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.147 | 0.104 |
|---|---|---|
| 1M High / 1M Low: | 0.147 | 0.085 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 17/01/2024 | 0.491 |
| Low (YTD): | 21/05/2024 | 0.085 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.123 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.113 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 209.53% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
