Erste Bank Put 36.1077 OMV 21.03.2025
/ AT0000A3AF39
Erste Bank Put 36.1077 OMV 21.03..../ AT0000A3AF39 /
| 2024-09-24 9:15:23 AM |
Chg.-0.009 |
Bid10:03:58 AM |
Ask10:03:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.199EUR |
-4.33% |
0.200
Bid Size: 10,000 |
0.221
Ask Size: 10,000 |
OMV AG |
36.1077 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
EB1GA3 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.11 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-03-18 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.07 |
| Time value: |
0.23 |
| Break-even: |
33.89 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
9.39% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-6.48 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.199 |
| High: |
0.199 |
| Low: |
0.199 |
| Previous Close: |
0.208 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.33% |
| 1 Month |
|
|
+17.06% |
| 3 Months |
|
|
+10.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.227 |
0.207 |
| 1M High / 1M Low: |
0.236 |
0.145 |
| 6M High / 6M Low: |
0.294 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.39% |
| Volatility 6M: |
|
130.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
