Erste Bank Call 43.7093 OMV 20.09.2024
/ AT0000A36PH2
Erste Bank Call 43.7093 OMV 20.09.../ AT0000A36PH2 /
6/19/2024 9:16:43 AM |
Chg.+0.010 |
Bid11:34:25 AM |
Ask11:34:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
+14.93% |
0.079 Bid Size: 10,000 |
0.099 Ask Size: 10,000 |
OMV AG |
43.7093 EUR |
9/20/2024 |
Call |
Master data
WKN: |
EB1E20 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
43.71 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/23/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
47.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-0.47 |
Time value: |
0.09 |
Break-even: |
44.54 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.02 |
Spread %: |
29.85% |
Delta: |
0.26 |
Theta: |
-0.01 |
Omega: |
12.51 |
Rho: |
0.02 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.067 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
-67.51% |
3 Months |
|
|
-28.70% |
YTD |
|
|
-33.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.105 |
0.058 |
1M High / 1M Low: |
0.246 |
0.058 |
6M High / 6M Low: |
0.246 |
0.058 |
High (YTD): |
5/20/2024 |
0.246 |
Low (YTD): |
6/17/2024 |
0.058 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.123 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
381.73% |
Volatility 6M: |
|
239.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |