EGB Call/OMV 23-24/ AT0000A390H2 /
| 2024-09-09 5:25:00 PM | Chg.+0.010 | Bid5:29:15 PM | Ask5:29:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.225EUR | +4.65% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F21 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | -0.02 |
| Time value: | 0.24 |
| Break-even: | 40.29 |
| Moneyness: | 1.00 |
| Premium: | 0.06 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.02 |
| Spread %: | 9.59% |
| Delta: | 0.55 |
| Theta: | -0.01 |
| Omega: | 9.05 |
| Rho: | 0.05 |
Quote data
| Open: | 0.223 |
|---|---|
| High: | 0.228 |
| Low: | 0.214 |
| Previous Close: | 0.215 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -27.88% | ||
|---|---|---|---|
| 1 Month | -25.00% | ||
| 3 Months | -60.39% | ||
| YTD | -39.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.312 | 0.215 |
|---|---|---|
| 1M High / 1M Low: | 0.367 | 0.215 |
| 6M High / 6M Low: | 0.808 | 0.215 |
| High (YTD): | 2024-05-21 | 0.808 |
| Low (YTD): | 2024-09-06 | 0.215 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.275 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.316 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.460 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 172.56% | |
| Volatility 6M: | 136.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
