Erste Bank Call 46 OMV 20.09.2024
/ AT0000A36PH2
Erste Bank Call 46 OMV 20.09.2024/ AT0000A36PH2 /
| 2024-05-29 5:00:26 PM |
Chg.- |
Bid8:55:02 AM |
Ask8:55:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.116EUR |
- |
0.137
Bid Size: 10,000 |
0.157
Ask Size: 10,000 |
OMV AG |
46.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1E20 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.25 |
| Parity: |
0.05 |
| Time value: |
0.11 |
| Break-even: |
47.66 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
13.70% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
18.71 |
| Rho: |
0.09 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.116 |
| Previous Close: |
0.168 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.96% |
| 1 Month |
|
|
-14.71% |
| 3 Months |
|
|
+23.40% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.184 |
0.116 |
| 1M High / 1M Low: |
0.246 |
0.110 |
| 6M High / 6M Low: |
0.246 |
0.066 |
| High (YTD): |
2024-05-20 |
0.246 |
| Low (YTD): |
2024-03-11 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.161 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.16% |
| Volatility 6M: |
|
206.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
