Erste Bank Call 43.7093 OMV 21.03.2025
/ AT0000A3AF13
Erste Bank Call 43.7093 OMV 21.03.../ AT0000A3AF13 /
2024-07-31 5:00:12 PM |
Chg.+0.018 |
Bid5:00:12 PM |
Ask5:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
+12.68% |
0.160 Bid Size: 10,000 |
0.181 Ask Size: 10,000 |
OMV AG |
43.7093 EUR |
2025-03-21 |
Call |
Master data
WKN: |
EB1GAZ |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
43.71 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-02 |
Last trading day: |
2025-03-18 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-0.58 |
Time value: |
0.16 |
Break-even: |
45.20 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
15.44% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
8.39 |
Rho: |
0.07 |
Quote data
Open: |
0.140 |
High: |
0.160 |
Low: |
0.140 |
Previous Close: |
0.142 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.63% |
1 Month |
|
|
-36.26% |
3 Months |
|
|
-32.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.159 |
0.142 |
1M High / 1M Low: |
0.310 |
0.142 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.210 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |