Erste Bank Call 46 OMV 20.09.2024
/ AT0000A36PH2
Erste Bank Call 46 OMV 20.09.2024/ AT0000A36PH2 /
| 22/05/2024 09:16:22 |
Chg.-0.011 |
Bid12:16:06 |
Ask12:16:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.234EUR |
-4.49% |
0.207
Bid Size: 10,000 |
0.228
Ask Size: 10,000 |
OMV AG |
46.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.25 |
| Parity: |
0.21 |
| Time value: |
0.08 |
| Break-even: |
48.89 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
7.84% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
14.04 |
| Rho: |
0.12 |
Quote data
| Open: |
0.234 |
| High: |
0.234 |
| Low: |
0.234 |
| Previous Close: |
0.245 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.34% |
| 1 Month |
|
|
+103.48% |
| 3 Months |
|
|
+105.26% |
| YTD |
|
|
+101.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.246 |
0.206 |
| 1M High / 1M Low: |
0.246 |
0.092 |
| 6M High / 6M Low: |
0.246 |
0.066 |
| High (YTD): |
20/05/2024 |
0.246 |
| Low (YTD): |
11/03/2024 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.74% |
| Volatility 6M: |
|
195.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
