EGB Call/OMV 23-24/ AT0000A390H2 /
| 11/15/2024 5:25:00 PM | Chg.+0.015 | Bid5:28:14 PM | Ask5:28:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.167EUR | +9.87% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 12/20/2024 | 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: | 12/20/2024 |
| Issue date: | 12/21/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 0.02 |
| Time value: | 0.13 |
| Break-even: | 39.49 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.02 |
| Spread %: | 12.23% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 14.34 |
| Rho: | 0.02 |
Quote data
| Open: | 0.131 |
|---|---|
| High: | 0.178 |
| Low: | 0.131 |
| Previous Close: | 0.152 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +45.22% | ||
|---|---|---|---|
| 1 Month | -20.85% | ||
| 3 Months | -52.82% | ||
| YTD | -54.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.152 | 0.094 |
|---|---|---|
| 1M High / 1M Low: | 0.251 | 0.094 |
| 6M High / 6M Low: | 0.808 | 0.094 |
| High (YTD): | 5/21/2024 | 0.808 |
| Low (YTD): | 11/13/2024 | 0.094 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.122 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.180 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.348 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 305.77% | |
| Volatility 6M: | 198.44% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
