Erste Bank Put 36.1077 OMV 20.12.2024
/ AT0000A39153
Erste Bank Put 36.1077 OMV 20.12..../ AT0000A39153 /
| 20/09/2024 17:00:29 |
Chg.+0.002 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
+1.38% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
36.1077 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
EB1F3K |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.11 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.09 |
| Time value: |
0.17 |
| Break-even: |
34.54 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
13.79% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-9.05 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.148 |
| High: |
0.148 |
| Low: |
0.147 |
| Previous Close: |
0.145 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
+20.49% |
| 3 Months |
|
|
-3.92% |
| YTD |
|
|
-65.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.174 |
0.145 |
| 1M High / 1M Low: |
0.174 |
0.090 |
| 6M High / 6M Low: |
0.234 |
0.083 |
| High (YTD): |
17/01/2024 |
0.495 |
| Low (YTD): |
04/07/2024 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.139 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.21% |
| Volatility 6M: |
|
169.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
