EGB Call/OMV 24-24/ AT0000A3CHT5 /
| 7/10/2024 5:25:00 PM | Chg.+0.003 | Bid5:28:38 PM | Ask5:28:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.091EUR | +3.41% | - Bid Size: - |
- Ask Size: - |
OMV AG | 45.6097 EUR | 12/20/2024 | Call |
Master data
| WKN: | EB1LGR |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.61 EUR |
| Maturity: | 12/20/2024 |
| Issue date: | 4/18/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | -0.60 |
| Time value: | 0.11 |
| Break-even: | 46.66 |
| Moneyness: | 0.87 |
| Premium: | 0.17 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.02 |
| Spread %: | 23.33% |
| Delta: | 0.27 |
| Theta: | -0.01 |
| Omega: | 10.31 |
| Rho: | 0.04 |
Quote data
| Open: | 0.078 |
|---|---|
| High: | 0.091 |
| Low: | 0.078 |
| Previous Close: | 0.088 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -36.81% | ||
|---|---|---|---|
| 1 Month | -51.60% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.152 | 0.088 |
|---|---|---|
| 1M High / 1M Low: | 0.188 | 0.088 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.129 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.123 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 198.51% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
