EGB Call/OMV 23-24/ AT0000A390K6 /
2024-09-09 5:25:00 PM | Chg.+0.005 | Bid5:29:15 PM | Ask5:29:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.073EUR | +7.35% | - Bid Size: - |
- Ask Size: - |
OMV AG | 41.8089 EUR | 2024-12-20 | Call |
Master data
WKN: | EB1F2Z |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 41.81 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: | 43.77 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.22 |
Parity: | -0.42 |
Time value: | 0.09 |
Break-even: | 42.67 |
Moneyness: | 0.91 |
Premium: | 0.13 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.02 |
Spread %: | 30.00% |
Delta: | 0.28 |
Theta: | -0.01 |
Omega: | 12.40 |
Rho: | 0.03 |
Quote data
Open: | 0.071 |
---|---|
High: | 0.074 |
Low: | 0.067 |
Previous Close: | 0.068 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -39.67% | ||
---|---|---|---|
1 Month | -42.06% | ||
3 Months | -77.47% | ||
YTD | -66.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.121 | 0.068 |
---|---|---|
1M High / 1M Low: | 0.163 | 0.068 |
6M High / 6M Low: | 0.460 | 0.068 |
High (YTD): | 2024-05-21 | 0.460 |
Low (YTD): | 2024-09-06 | 0.068 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.100 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.130 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.241 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 241.50% | |
Volatility 6M: | 176.80% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |