Erste Bank Put 39.9085 OMV 20.09.2024
/ AT0000A37U61
Erste Bank Put 39.9085 OMV 20.09..../ AT0000A37U61 /
| 2024-06-21 5:00:25 PM |
Chg.+0.014 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.227EUR |
+6.57% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
39.9085 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
EB1FJV |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.91 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-17 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.07 |
| Time value: |
0.18 |
| Break-even: |
37.49 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
9.01% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-8.07 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.211 |
| High: |
0.227 |
| Low: |
0.211 |
| Previous Close: |
0.213 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.81% |
| 1 Month |
|
|
+59.86% |
| 3 Months |
|
|
-36.77% |
| YTD |
|
|
-63.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.213 |
| 1M High / 1M Low: |
0.260 |
0.126 |
| 6M High / 6M Low: |
0.729 |
0.126 |
| High (YTD): |
2024-01-17 |
0.729 |
| Low (YTD): |
2024-05-27 |
0.126 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.233 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
956.522 |
| Avg. price 6M: |
|
0.395 |
| Avg. volume 6M: |
|
192 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.10% |
| Volatility 6M: |
|
141.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
