Erste Bank Put 39.9085 OMV 21.03.2025
/ AT0000A3CJ25
Erste Bank Put 39.9085 OMV 21.03..../ AT0000A3CJ25 /
| 2024-06-20 9:17:26 AM |
Chg.-0.011 |
Bid11:09:52 AM |
Ask11:09:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.345EUR |
-3.09% |
0.343
Bid Size: 10,000 |
0.364
Ask Size: 10,000 |
OMV AG |
39.9085 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
EB1LGY |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.91 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2025-03-18 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.08 |
| Time value: |
0.30 |
| Break-even: |
36.29 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
5.83% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-4.75 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.345 |
| High: |
0.345 |
| Low: |
0.345 |
| Previous Close: |
0.356 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
+82.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.378 |
0.356 |
| 1M High / 1M Low: |
0.378 |
0.189 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
