Erste Bank Call 38.0081 OMV 20.09.2024
/ AT0000A390G4
Erste Bank Call 38.0081 OMV 20.09.../ AT0000A390G4 /
| 16/07/2024 09:17:16 |
Chg.-0.023 |
Bid16:56:03 |
Ask16:56:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.266EUR |
-7.96% |
0.269
Bid Size: 10,000 |
0.289
Ask Size: 10,000 |
OMV AG |
38.0081 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
EB1F22 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.01 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.15 |
| Break-even: |
40.85 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
7.17% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
9.11 |
| Rho: |
0.04 |
Quote data
| Open: |
0.266 |
| High: |
0.266 |
| Low: |
0.266 |
| Previous Close: |
0.289 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.56% |
| 1 Month |
|
|
-11.63% |
| 3 Months |
|
|
-43.28% |
| YTD |
|
|
-16.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.315 |
0.283 |
| 1M High / 1M Low: |
0.474 |
0.282 |
| 6M High / 6M Low: |
0.778 |
0.220 |
| High (YTD): |
21/05/2024 |
0.778 |
| Low (YTD): |
17/01/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.297 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.05% |
| Volatility 6M: |
|
149.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
