EGB Call/OMV 23-24/ AT0000A390G4 /
9/3/2024 5:25:00 PM | Chg.-0.049 | Bid5:28:44 PM | Ask5:28:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.115EUR | -29.88% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 9/20/2024 | 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: | 9/20/2024 |
Issue date: | 12/21/2023 |
Last trading day: | 9/17/2024 |
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): | 5/21/2024 | 0.806 |
Low (YTD): | 8/5/2024 | 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: | - |