EGB Call/OMV 23-24/ AT0000A390G4 /
| 03/09/2024 17:25:00 | Chg.-0.049 | Bid17:28:44 | Ask17:28:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.115EUR | -29.88% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 20/09/2024 | 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: | 20/09/2024 |
| Issue date: | 21/12/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.22 |
| Parity: | 0.12 |
| Time value: | 0.06 |
| Break-even: | 39.75 |
| Moneyness: | 1.03 |
| Premium: | 0.02 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.02 |
| Spread %: | 12.96% |
| Delta: | 0.69 |
| Theta: | -0.03 |
| Omega: | 15.64 |
| Rho: | 0.01 |
Quote data
| Open: | 0.188 |
|---|---|
| High: | 0.189 |
| Low: | 0.115 |
| Previous Close: | 0.164 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -41.62% | ||
|---|---|---|---|
| 1 Month | -19.01% | ||
| 3 Months | -77.09% | ||
| YTD | -64.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.197 | 0.115 |
|---|---|---|
| 1M High / 1M Low: | 0.234 | 0.103 |
| 6M High / 6M Low: | 0.806 | 0.103 |
| High (YTD): | 21/05/2024 | 0.806 |
| Low (YTD): | 05/08/2024 | 0.103 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.172 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.175 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.383 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 297.23% | |
| Volatility 6M: | 188.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
