EGB Put/OMV 23-24/ AT0000A39146 /
| 2024-09-09 5:25:00 PM | Chg.+0.003 | Bid5:28:50 PM | Ask5:28:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.074EUR | +4.23% | - Bid Size: - |
- Ask Size: - |
OMV AG | 34.2073 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F3L |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 34.21 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: | -44.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.22 |
| Parity: | -0.38 |
| Time value: | 0.09 |
| Break-even: | 33.35 |
| Moneyness: | 0.90 |
| Premium: | 0.12 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.02 |
| Spread %: | 30.43% |
| Delta: | -0.22 |
| Theta: | -0.01 |
| Omega: | -9.83 |
| Rho: | -0.03 |
Quote data
| Open: | 0.066 |
|---|---|
| High: | 0.074 |
| Low: | 0.065 |
| Previous Close: | 0.071 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +37.04% | ||
|---|---|---|---|
| 1 Month | -17.78% | ||
| 3 Months | -15.91% | ||
| YTD | -77.30% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.071 | 0.054 |
|---|---|---|
| 1M High / 1M Low: | 0.090 | 0.054 |
| 6M High / 6M Low: | 0.265 | 0.054 |
| High (YTD): | 2024-01-17 | 0.384 |
| Low (YTD): | 2024-09-02 | 0.054 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.059 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.067 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.100 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.82% | |
| Volatility 6M: | 167.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
