Erste Bank Call 39.9085 OMV 20.12.2024
/ AT0000A390J8
Erste Bank Call 39.9085 OMV 20.12.../ AT0000A390J8 /
| 09/10/2024 17:00:25 |
Chg.- |
Bid13:02:15 |
Ask13:02:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.135EUR |
- |
0.150
Bid Size: 10,000 |
0.171
Ask Size: 10,000 |
OMV AG |
39.9085 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.12 |
| Time value: |
0.17 |
| Break-even: |
41.51 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
14.19% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
10.99 |
| 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): |
21/05/2024 |
0.594 |
| Low (YTD): |
16/09/2024 |
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: |
|
- |
