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: | - |
