EGB Call/OMV 23-24/ AT0000A390G4 /
| 2024-07-29 11:25:00 AM | Chg.-0.010 | Bid11:43:27 AM | Ask11:43:27 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.213EUR | -4.48% | 0.213 Bid Size: 10,000 |
0.234 Ask Size: 10,000 |
OMV AG | 38.0081 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1F22 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.22 |
| Parity: | 0.09 |
| Time value: | 0.15 |
| Break-even: | 40.33 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.02 |
| Spread %: | 9.42% |
| Delta: | 0.62 |
| Theta: | -0.02 |
| Omega: | 10.33 |
| Rho: | 0.03 |
Quote data
| Open: | 0.232 |
|---|---|
| High: | 0.232 |
| Low: | 0.213 |
| Previous Close: | 0.223 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -23.66% | ||
|---|---|---|---|
| 1 Month | -45.38% | ||
| 3 Months | -49.04% | ||
| YTD | -34.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.279 | 0.214 |
|---|---|---|
| 1M High / 1M Low: | 0.465 | 0.214 |
| 6M High / 6M Low: | 0.806 | 0.214 |
| High (YTD): | 2024-05-21 | 0.806 |
| Low (YTD): | 2024-07-25 | 0.214 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.230 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.317 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.414 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 143.45% | |
| Volatility 6M: | 149.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
