Erste Bank Call 48 OMV 20.09.2024
/ AT0000A37TV3
Erste Bank Call 48 OMV 20.09.2024/ AT0000A37TV3 /
| 2024-05-29 5:00:25 PM |
Chg.-0.032 |
Bid5:45:00 PM |
Ask5:45:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-31.68% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
48.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1FJJ |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.25 |
| Parity: |
-0.15 |
| Time value: |
0.11 |
| Break-even: |
49.09 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
23.86% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
17.91 |
| Rho: |
0.06 |
Quote data
| Open: |
0.093 |
| High: |
0.093 |
| Low: |
0.069 |
| Previous Close: |
0.101 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.59% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
+13.11% |
| YTD |
|
|
-14.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.098 |
| 1M High / 1M Low: |
0.152 |
0.060 |
| 6M High / 6M Low: |
0.152 |
0.041 |
| High (YTD): |
2024-05-20 |
0.152 |
| Low (YTD): |
2024-03-07 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.084 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.97% |
| Volatility 6M: |
|
216.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
