Erste Bank Call 38.0081 OMV 20.09.2024
/ AT0000A390G4
Erste Bank Call 38.0081 OMV 20.09.../ AT0000A390G4 /
| 2024-07-08 9:41:35 AM |
Chg.-0.016 |
Bid4:41:31 PM |
Ask4:41:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.427EUR |
-3.61% |
0.401
Bid Size: 10,000 |
0.421
Ask Size: 10,000 |
OMV AG |
38.0081 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
0.12 |
| Break-even: |
42.40 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
7.22 |
| Rho: |
0.06 |
Quote data
| Open: |
0.413 |
| High: |
0.427 |
| Low: |
0.413 |
| Previous Close: |
0.443 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-9.53% |
| 3 Months |
|
|
-24.16% |
| YTD |
|
|
+34.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.474 |
0.413 |
| 1M High / 1M Low: |
0.514 |
0.282 |
| 6M High / 6M Low: |
0.778 |
0.220 |
| High (YTD): |
2024-05-21 |
0.778 |
| Low (YTD): |
2024-01-17 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.445 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.11% |
| Volatility 6M: |
|
148.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
