Erste Bank Call 38.0081 OMV 20.09.2024
/ AT0000A390G4
Erste Bank Call 38.0081 OMV 20.09.../ AT0000A390G4 /
| 2024-06-17 9:17:22 AM |
Chg.-0.004 |
Bid10:54:30 AM |
Ask10:54:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.297EUR |
-1.33% |
0.293
Bid Size: 10,000 |
0.314
Ask Size: 10,000 |
OMV AG |
38.0081 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1F22 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.01 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.11 |
| Time value: |
0.20 |
| Break-even: |
41.00 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
8.18 |
| Rho: |
0.06 |
Quote data
| Open: |
0.297 |
| High: |
0.297 |
| Low: |
0.297 |
| Previous Close: |
0.301 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.22% |
| 1 Month |
|
|
-60.66% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
-6.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.514 |
0.301 |
| 1M High / 1M Low: |
0.778 |
0.301 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
0.778 |
| Low (YTD): |
2024-01-17 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
