Erste Bank Call 44 OMV 20.09.2024
/ AT0000A36PG4
Erste Bank Call 44 OMV 20.09.2024/ AT0000A36PG4 /
| 15/05/2024 17:00:21 |
Chg.-0.033 |
Bid17:28:19 |
Ask17:28:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-8.62% |
0.358
Bid Size: 10,000 |
0.379
Ask Size: 10,000 |
OMV AG |
44.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
EB1E21 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.25 |
| Parity: |
0.34 |
| Time value: |
0.06 |
| Break-even: |
48.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
11.43 |
| Rho: |
0.15 |
Quote data
| Open: |
0.386 |
| High: |
0.386 |
| Low: |
0.350 |
| Previous Close: |
0.383 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.06% |
| 1 Month |
|
|
+42.28% |
| 3 Months |
|
|
+153.62% |
| YTD |
|
|
+113.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.383 |
0.238 |
| 1M High / 1M Low: |
0.383 |
0.151 |
| 6M High / 6M Low: |
0.385 |
0.101 |
| High (YTD): |
14/05/2024 |
0.383 |
| Low (YTD): |
11/03/2024 |
0.101 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
1,000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
476.190 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
362.903 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.66% |
| Volatility 6M: |
|
183.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
