Erste Bank Call 39.9085 OMV 20.12.2024
/ AT0000A390J8
Erste Bank Call 39.9085 OMV 20.12.../ AT0000A390J8 /
2024-10-09 5:00:25 PM |
Chg.+0.018 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.135EUR |
+15.38% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
39.9085 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
26.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.22 |
Parity: |
-0.16 |
Time value: |
0.15 |
Break-even: |
41.37 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.02 |
Spread %: |
16.67% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
11.27 |
Rho: |
0.03 |
Quote data
Open: |
0.133 |
High: |
0.135 |
Low: |
0.133 |
Previous Close: |
0.117 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.30% |
1 Month |
|
|
+51.69% |
3 Months |
|
|
-55.59% |
YTD |
|
|
-51.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.208 |
0.117 |
1M High / 1M Low: |
0.208 |
0.069 |
6M High / 6M Low: |
0.594 |
0.069 |
High (YTD): |
2024-05-21 |
0.594 |
Low (YTD): |
2024-09-16 |
0.069 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.110 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.295 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.66% |
Volatility 6M: |
|
190.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |