Erste Bank Call 46 OMV 21.06.2024
/ AT0000A36PE9
Erste Bank Call 46 OMV 21.06.2024/ AT0000A36PE9 /
| 30/05/2024 09:16:37 |
Chg.-0.009 |
Bid12:00:26 |
Ask12:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-21.95% |
0.050
Bid Size: 10,000 |
0.070
Ask Size: 10,000 |
OMV AG |
46.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
EB1E23 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
67.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.25 |
| Parity: |
-0.02 |
| Time value: |
0.07 |
| Break-even: |
46.68 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
33.33% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
33.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.041 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.19% |
| 1 Month |
|
|
-62.35% |
| 3 Months |
|
|
-43.86% |
| YTD |
|
|
-63.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.041 |
| 1M High / 1M Low: |
0.192 |
0.041 |
| 6M High / 6M Low: |
0.192 |
0.033 |
| High (YTD): |
14/05/2024 |
0.192 |
| Low (YTD): |
07/03/2024 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
463.30% |
| Volatility 6M: |
|
310.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
