Erste Bank Put 38.0081 OMV 20.12.2024
/ AT0000A3AEF5
Erste Bank Put 38.0081 OMV 20.12..../ AT0000A3AEF5 /
| 9/20/2024 5:00:11 PM |
Chg.+0.005 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.241EUR |
+2.12% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
38.0081 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
EB1GAF |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.01 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/2/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.11 |
| Time value: |
0.15 |
| Break-even: |
35.56 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
8.86% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-7.94 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.242 |
| High: |
0.242 |
| Low: |
0.241 |
| Previous Close: |
0.236 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.02% |
| 1 Month |
|
|
+33.15% |
| 3 Months |
|
|
+9.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.281 |
0.236 |
| 1M High / 1M Low: |
0.281 |
0.150 |
| 6M High / 6M Low: |
0.337 |
0.127 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.52% |
| Volatility 6M: |
|
154.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
