Erste Bank Call 38.0081 OMV 21.06.2024
/ AT0000A390F6
Erste Bank Call 38.0081 OMV 21.06.../ AT0000A390F6 /
| 6/17/2024 9:17:22 AM |
Chg.-0.011 |
Bid10:54:30 AM |
Ask10:54:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.131EUR |
-7.75% |
0.126
Bid Size: 10,000 |
0.146
Ask Size: 10,000 |
OMV AG |
38.0081 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
EB1F23 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.01 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
0.11 |
| Time value: |
0.04 |
| Break-even: |
39.47 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
1.60 |
| Spread abs.: |
0.02 |
| Spread %: |
15.79% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
18.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.131 |
| High: |
0.131 |
| Low: |
0.131 |
| Previous Close: |
0.142 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.73% |
| 1 Month |
|
|
-82.63% |
| 3 Months |
|
|
-56.04% |
| YTD |
|
|
-53.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.406 |
0.142 |
| 1M High / 1M Low: |
0.778 |
0.142 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/21/2024 |
0.778 |
| Low (YTD): |
6/14/2024 |
0.142 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.263 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
