EGB Put/OMV 23-24/ AT0000A37U61 /
| 2024-09-03 5:25:00 PM | Chg.+0.042 | Bid5:28:55 PM | Ask5:28:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.163EUR | +34.71% | - Bid Size: - |
- Ask Size: - |
OMV AG | 39.9085 EUR | 2024-09-20 | Put |
Master data
| WKN: | EB1FJV |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 39.91 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -29.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | 0.08 |
| Time value: | 0.06 |
| Break-even: | 38.56 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.02 |
| Spread %: | 17.36% |
| Delta: | -0.60 |
| Theta: | -0.03 |
| Omega: | -17.36 |
| Rho: | -0.01 |
Quote data
| Open: | 0.104 |
|---|---|
| High: | 0.163 |
| Low: | 0.101 |
| Previous Close: | 0.121 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +24.43% | ||
|---|---|---|---|
| 1 Month | -40.73% | ||
| 3 Months | +10.14% | ||
| YTD | -73.10% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.131 | 0.116 |
|---|---|---|
| 1M High / 1M Low: | 0.341 | 0.116 |
| 6M High / 6M Low: | 0.564 | 0.113 |
| High (YTD): | 2024-01-17 | 0.724 |
| Low (YTD): | 2024-07-04 | 0.113 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.126 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.186 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.238 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 251.44% | |
| Volatility 6M: | 183.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
