Erste Bank Call 39.9085 OMV 20.12.2024
/ AT0000A390J8
Erste Bank Call 39.9085 OMV 20.12.../ AT0000A390J8 /
| 7/16/2024 9:17:16 AM |
Chg.-0.019 |
Bid3:01:12 PM |
Ask3:01:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.269EUR |
-6.60% |
0.246
Bid Size: 10,000 |
0.266
Ask Size: 10,000 |
OMV AG |
39.9085 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
EB1F20 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.91 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-0.05 |
| Time value: |
0.30 |
| Break-even: |
42.76 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
7.48 |
| Rho: |
0.08 |
Quote data
| Open: |
0.269 |
| High: |
0.269 |
| Low: |
0.269 |
| Previous Close: |
0.288 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.09% |
| 1 Month |
|
|
-10.63% |
| 3 Months |
|
|
-28.46% |
| YTD |
|
|
-3.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.306 |
0.285 |
| 1M High / 1M Low: |
0.437 |
0.285 |
| 6M High / 6M Low: |
0.594 |
0.198 |
| High (YTD): |
5/21/2024 |
0.594 |
| Low (YTD): |
1/17/2024 |
0.198 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.295 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
90.449 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.21% |
| Volatility 6M: |
|
141.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
