EGB Put/OMV 23-24/ AT0000A39153 /
| 6/7/2024 5:25:00 PM | Chg.0.000 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.124EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
OMV AG | 36.1077 EUR | 12/20/2024 | 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: | 12/20/2024 |
| Issue date: | 12/21/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -30.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | -0.54 |
| Time value: | 0.14 |
| Break-even: | 34.76 |
| Moneyness: | 0.88 |
| Premium: | 0.16 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.02 |
| Spread %: | 17.36% |
| Delta: | -0.22 |
| Theta: | -0.01 |
| Omega: | -6.72 |
| Rho: | -0.06 |
Quote data
| Open: | 0.118 |
|---|---|
| High: | 0.125 |
| Low: | 0.118 |
| Previous Close: | 0.124 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -4.62% | ||
|---|---|---|---|
| 1 Month | -12.06% | ||
| 3 Months | -65.65% | ||
| YTD | -70.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.126 | 0.104 |
|---|---|---|
| 1M High / 1M Low: | 0.145 | 0.085 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/17/2024 | 0.491 |
| Low (YTD): | 5/21/2024 | 0.085 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.120 | |
| 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: | 200.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
