Erste Bank Put 39.9085 OMV 20.09.2024
/ AT0000A37U61
Erste Bank Put 39.9085 OMV 20.09..../ AT0000A37U61 /
| 07/06/2024 17:00:29 |
Chg.-0.008 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.162EUR |
-4.71% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
39.9085 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.14 |
| Time value: |
0.18 |
| Break-even: |
38.21 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
13.29% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-8.77 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.151 |
| High: |
0.162 |
| Low: |
0.151 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.18% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
-71.02% |
| YTD |
|
|
-73.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.189 |
0.147 |
| 1M High / 1M Low: |
0.189 |
0.126 |
| 6M High / 6M Low: |
0.729 |
0.126 |
| High (YTD): |
17/01/2024 |
0.729 |
| Low (YTD): |
27/05/2024 |
0.126 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
4,000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
909.091 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
177.419 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.61% |
| Volatility 6M: |
|
127.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
