Erste Bank Put 38.0081 OMV 20.09.2024
/ AT0000A36Q43
Erste Bank Put 38.0081 OMV 20.09..../ AT0000A36Q43 /
| 07/06/2024 17:00:17 |
Chg.-0.005 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.102EUR |
-4.67% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
38.0081 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
EB1E3M |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.01 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-35.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.34 |
| Time value: |
0.12 |
| Break-even: |
36.86 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
21.00% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-9.34 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.096 |
| High: |
0.102 |
| Low: |
0.096 |
| Previous Close: |
0.107 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.15% |
| 1 Month |
|
|
-25.55% |
| 3 Months |
|
|
-75.36% |
| YTD |
|
|
-79.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.116 |
0.091 |
| 1M High / 1M Low: |
0.137 |
0.078 |
| 6M High / 6M Low: |
0.583 |
0.078 |
| High (YTD): |
17/01/2024 |
0.583 |
| Low (YTD): |
27/05/2024 |
0.078 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
5,200 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
1,130.435 |
| Avg. price 6M: |
|
0.321 |
| Avg. volume 6M: |
|
208 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.40% |
| Volatility 6M: |
|
128.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
