EGB Call/OMV 23-24/ AT0000A36PF6 /
| 7/5/2024 5:25:00 PM | Chg.-0.025 | Bid5:29:24 PM | Ask5:29:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.292EUR | -7.89% | - 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: | 13.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.22 |
| Parity: | 0.15 |
| Time value: | 0.17 |
| Break-even: | 42.92 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 7.09% |
| Delta: | 0.65 |
| Theta: | -0.02 |
| Omega: | 8.94 |
| Rho: | 0.05 |
Quote data
| Open: | 0.318 |
|---|---|
| High: | 0.329 |
| Low: | 0.292 |
| Previous Close: | 0.317 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +13.62% | ||
|---|---|---|---|
| 1 Month | -12.84% | ||
| 3 Months | -33.79% | ||
| YTD | +23.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.317 | 0.269 |
|---|---|---|
| 1M High / 1M Low: | 0.368 | 0.178 |
| 6M High / 6M Low: | 0.608 | 0.152 |
| High (YTD): | 5/21/2024 | 0.608 |
| Low (YTD): | 3/11/2024 | 0.152 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.296 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.261 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.285 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.17% | |
| Volatility 6M: | 175.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
