EGB Call/OMV 23-24/ AT0000A36PF6 /
9/3/2024 5:25:00 PM | Chg.-0.023 | Bid5:28:44 PM | Ask5:28:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.027EUR | -46.00% | - Bid Size: - |
- Ask Size: - |
OMV AG | 39.9085 EUR | 9/20/2024 | Call |
Master data
WKN: | EB1E22 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 39.91 EUR |
Maturity: | 9/20/2024 |
Issue date: | 8/23/2023 |
Last trading day: | 9/17/2024 |
Ratio: | 9.51:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 58.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.22 |
Parity: | -0.08 |
Time value: | 0.07 |
Break-even: | 40.57 |
Moneyness: | 0.98 |
Premium: | 0.04 |
Premium p.a.: | 1.14 |
Spread abs.: | 0.02 |
Spread %: | 42.86% |
Delta: | 0.40 |
Theta: | -0.03 |
Omega: | 23.61 |
Rho: | 0.01 |
Quote data
Open: | 0.061 |
---|---|
High: | 0.062 |
Low: | 0.027 |
Previous Close: | 0.050 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -65.82% | ||
---|---|---|---|
1 Month | -57.81% | ||
3 Months | -91.06% | ||
YTD | -88.61% | ||
1 Year | -95.57% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.079 | 0.027 |
---|---|---|
1M High / 1M Low: | 0.110 | 0.027 |
6M High / 6M Low: | 0.608 | 0.027 |
High (YTD): | 5/21/2024 | 0.608 |
Low (YTD): | 9/3/2024 | 0.027 |
52W High: | 9/19/2023 | 0.715 |
52W Low: | 9/3/2024 | 0.027 |
Avg. price 1W: | 0.060 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.074 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.251 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.306 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 394.00% | |
Volatility 6M: | 238.59% | |
Volatility 1Y: | 199.41% | |
Volatility 3Y: | - |