Erste Bank Put 34.2073 OMV 20.09.2024
/ AT0000A36Q27
Erste Bank Put 34.2073 OMV 20.09..../ AT0000A36Q27 /
| 6/27/2024 5:00:24 PM |
Chg.-0.002 |
Bid5:18:22 PM |
Ask5:18:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
-6.90% |
0.027
Bid Size: 10,000 |
0.048
Ask Size: 10,000 |
OMV AG |
34.2073 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
EB1E3P |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.21 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-84.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.65 |
| Time value: |
0.05 |
| Break-even: |
33.73 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.02 |
| Spread %: |
72.41% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-11.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.027 |
| Previous Close: |
0.029 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.64% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-76.32% |
| YTD |
|
|
-90.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.029 |
| 1M High / 1M Low: |
0.056 |
0.029 |
| 6M High / 6M Low: |
0.345 |
0.029 |
| High (YTD): |
1/17/2024 |
0.345 |
| Low (YTD): |
6/26/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.70% |
| Volatility 6M: |
|
142.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
