Erste Bank Call 39.9085 OMV 20.09.2024
/ AT0000A36PF6
Erste Bank Call 39.9085 OMV 20.09.../ AT0000A36PF6 /
| 7/4/2024 5:00:15 PM |
Chg.+0.021 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.324EUR |
+6.93% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
39.9085 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
EB1E22 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.91 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.17 |
| Break-even: |
42.96 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
7.00% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
8.85 |
| Rho: |
0.05 |
Quote data
| Open: |
0.308 |
| High: |
0.324 |
| Low: |
0.308 |
| Previous Close: |
0.303 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.19% |
| 1 Month |
|
|
+10.96% |
| 3 Months |
|
|
-15.84% |
| YTD |
|
|
+40.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.303 |
0.245 |
| 1M High / 1M Low: |
0.368 |
0.178 |
| 6M High / 6M Low: |
0.583 |
0.154 |
| High (YTD): |
5/21/2024 |
0.583 |
| Low (YTD): |
3/11/2024 |
0.154 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.67% |
| Volatility 6M: |
|
181.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
