Erste Bank Call 39.9085 OMV 21.03.2025
/ AT0000A3AEZ3
Erste Bank Call 39.9085 OMV 21.03.../ AT0000A3AEZ3 /
| 02/08/2024 09:15:28 |
Chg.+0.001 |
Bid12:00:29 |
Ask12:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.273EUR |
+0.37% |
0.284
Bid Size: 10,000 |
0.305
Ask Size: 10,000 |
OMV AG |
39.9085 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
EB1GA1 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.91 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.14 |
| Time value: |
0.31 |
| Break-even: |
42.85 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
6.92% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
6.83 |
| Rho: |
0.11 |
Quote data
| Open: |
0.273 |
| High: |
0.273 |
| Low: |
0.273 |
| Previous Close: |
0.272 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.78% |
| 1 Month |
|
|
-44.74% |
| 3 Months |
|
|
-34.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.272 |
| 1M High / 1M Low: |
0.517 |
0.272 |
| 6M High / 6M Low: |
0.633 |
0.263 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.293 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.12% |
| Volatility 6M: |
|
115.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
