Erste Bank Call 44 OMV 20.09.2024
/ AT0000A36PG4
Erste Bank Call 44 OMV 20.09.2024/ AT0000A36PG4 /
| 5/14/2024 5:00:23 PM |
Chg.+0.014 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.383EUR |
+3.79% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
44.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.25 |
| Parity: |
0.32 |
| Time value: |
0.07 |
| Break-even: |
47.83 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
5.51% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
11.53 |
| Rho: |
0.14 |
Quote data
| Open: |
0.405 |
| High: |
0.405 |
| Low: |
0.383 |
| Previous Close: |
0.369 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.92% |
| 1 Month |
|
|
+55.69% |
| 3 Months |
|
|
+177.54% |
| YTD |
|
|
+133.54% |
| 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): |
5/14/2024 |
0.383 |
| Low (YTD): |
3/11/2024 |
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: |
|
- |
