Erste Bank Put 36 OMV 20.09.2024
/ AT0000A36Q27
Erste Bank Put 36 OMV 20.09.2024/ AT0000A36Q27 /
| 5/30/2024 5:00:19 PM |
Chg.+0.001 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
+2.44% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
36.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
EB1E3P |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-77.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-0.98 |
| Time value: |
0.06 |
| Break-even: |
35.41 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
51.28% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-8.38 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.041 |
| High: |
0.042 |
| Low: |
0.041 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-39.13% |
| 3 Months |
|
|
-77.30% |
| YTD |
|
|
-85.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.033 |
| 1M High / 1M Low: |
0.076 |
0.032 |
| 6M High / 6M Low: |
0.351 |
0.032 |
| High (YTD): |
1/17/2024 |
0.345 |
| Low (YTD): |
5/21/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.02% |
| Volatility 6M: |
|
118.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
