Erste Bank Put 34.2073 OMV 20.12.2024
/ AT0000A39146
Erste Bank Put 34.2073 OMV 20.12..../ AT0000A39146 /
2024-09-24 9:16:14 AM |
Chg.-0.005 |
Bid2:41:05 PM |
Ask2:41:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.078EUR |
-6.02% |
0.075 Bid Size: 10,000 |
0.095 Ask Size: 10,000 |
OMV AG |
34.2073 EUR |
2024-12-20 |
Put |
Master data
WKN: |
EB1F3L |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
34.21 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-36.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.22 |
Parity: |
-0.27 |
Time value: |
0.11 |
Break-even: |
33.20 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.02 |
Spread %: |
23.26% |
Delta: |
-0.27 |
Theta: |
-0.01 |
Omega: |
-9.90 |
Rho: |
-0.03 |
Quote data
Open: |
0.078 |
High: |
0.078 |
Low: |
0.078 |
Previous Close: |
0.083 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.59% |
1 Month |
|
|
+13.04% |
3 Months |
|
|
-20.41% |
YTD |
|
|
-76.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.097 |
0.083 |
1M High / 1M Low: |
0.100 |
0.053 |
6M High / 6M Low: |
0.166 |
0.053 |
High (YTD): |
2024-01-17 |
0.387 |
Low (YTD): |
2024-09-02 |
0.053 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.091 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.26% |
Volatility 6M: |
|
179.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |