EGB Call/OMV 23-24/ AT0000A390J8 /
| 2024-07-31 5:25:00 PM | Chg.+0.028 | Bid5:28:50 PM | Ask5:28:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.228EUR | +14.00% | - Bid Size: - |
- Ask Size: - |
OMV AG | 39.9085 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F20 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 39.91 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: | 18.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | -0.18 |
| Time value: | 0.22 |
| Break-even: | 41.99 |
| Moneyness: | 0.96 |
| Premium: | 0.10 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.02 |
| Spread %: | 10.61% |
| Delta: | 0.47 |
| Theta: | -0.01 |
| Omega: | 8.55 |
| Rho: | 0.06 |
Quote data
| Open: | 0.207 |
|---|---|
| High: | 0.237 |
| Low: | 0.207 |
| Previous Close: | 0.200 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -1.30% | ||
|---|---|---|---|
| 1 Month | -38.04% | ||
| 3 Months | -42.86% | ||
| YTD | -20.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.236 | 0.200 |
|---|---|---|
| 1M High / 1M Low: | 0.429 | 0.200 |
| 6M High / 6M Low: | 0.620 | 0.200 |
| High (YTD): | 2024-05-21 | 0.620 |
| Low (YTD): | 2024-07-30 | 0.200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.224 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.301 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.350 | |
| Avg. volume 6M: | 49.480 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.39% | |
| Volatility 6M: | 138.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
