Erste Bank Call 44 OMV 21.06.2024
/ AT0000A36PD1
Erste Bank Call 44 OMV 21.06.2024/ AT0000A36PD1 /
| 30/05/2024 17:00:12 |
Chg.-0.026 |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
-15.03% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
44.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
EB1E24 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
0.18 |
| Time value: |
0.03 |
| Break-even: |
46.09 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
6.09% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
18.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.156 |
| High: |
0.156 |
| Low: |
0.147 |
| Previous Close: |
0.173 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.80% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
+42.72% |
| YTD |
|
|
+12.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.305 |
0.173 |
| 1M High / 1M Low: |
0.382 |
0.133 |
| 6M High / 6M Low: |
0.382 |
0.065 |
| High (YTD): |
21/05/2024 |
0.382 |
| Low (YTD): |
07/03/2024 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.269 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.53% |
| Volatility 6M: |
|
246.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
