EGB Put/OMV 24-24/ AT0000A3CJ17 /
| 2024-11-15 5:25:00 PM | Chg.-0.019 | Bid5:28:16 PM | Ask5:28:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.190EUR | -9.09% | - Bid Size: - |
- Ask Size: - |
OMV AG | 39.9085 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1LGZ |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 39.91 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2024-04-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -16.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | 0.18 |
| Time value: | 0.06 |
| Break-even: | 37.61 |
| Moneyness: | 1.04 |
| Premium: | 0.02 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.02 |
| Spread %: | 7.56% |
| Delta: | -0.66 |
| Theta: | -0.02 |
| Omega: | -10.96 |
| Rho: | -0.03 |
Quote data
| Open: | 0.229 |
|---|---|
| High: | 0.230 |
| Low: | 0.181 |
| Previous Close: | 0.209 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -34.48% | ||
|---|---|---|---|
| 1 Month | -28.57% | ||
| 3 Months | -27.20% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.291 | 0.209 |
|---|---|---|
| 1M High / 1M Low: | 0.291 | 0.202 |
| 6M High / 6M Low: | 0.430 | 0.143 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.263 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.248 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.269 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 189.39% | |
| Volatility 6M: | 171.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
