Erste Bank Put 42 OMV 20.09.2024
/ AT0000A37U61
Erste Bank Put 42 OMV 20.09.2024/ AT0000A37U61 /
| 5/17/2024 5:00:29 PM |
Chg.-0.017 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
42.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
EB1FJV |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-0.55 |
| Time value: |
0.16 |
| Break-even: |
40.45 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
15.67% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-7.08 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.136 |
| Previous Close: |
0.153 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
-51.60% |
| 3 Months |
|
|
-73.49% |
| YTD |
|
|
-77.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.153 |
0.136 |
| 1M High / 1M Low: |
0.329 |
0.136 |
| 6M High / 6M Low: |
0.729 |
0.136 |
| High (YTD): |
1/17/2024 |
0.729 |
| Low (YTD): |
5/17/2024 |
0.136 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
95.238 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.21% |
| Volatility 6M: |
|
104.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
