Erste Bank Put 36.1077 OMV 20.12.2024
/ AT0000A39153
Erste Bank Put 36.1077 OMV 20.12..../ AT0000A39153 /
| 07/11/2024 09:15:53 |
Chg.-0.012 |
Bid13:17:42 |
Ask13:17:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-17.14% |
0.061
Bid Size: 10,000 |
0.081
Ask Size: 10,000 |
OMV AG |
36.1077 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
EB1F3K |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.11 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: |
-43.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.15 |
| Time value: |
0.09 |
| Break-even: |
35.24 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
30.00% |
| Delta: |
-0.32 |
| Theta: |
-0.02 |
| Omega: |
-13.89 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.058 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.94% |
| 1 Month |
|
|
-4.92% |
| 3 Months |
|
|
-61.59% |
| YTD |
|
|
-86.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.063 |
| 1M High / 1M Low: |
0.089 |
0.052 |
| 6M High / 6M Low: |
0.212 |
0.052 |
| High (YTD): |
17/01/2024 |
0.495 |
| Low (YTD): |
29/10/2024 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.99% |
| Volatility 6M: |
|
194.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
