Erste Bank Put 34.2073 OMV 20.12.2024
/ AT0000A39146
Erste Bank Put 34.2073 OMV 20.12..../ AT0000A39146 /
| 29/07/2024 09:44:01 |
Chg.-0.004 |
Bid10:20:20 |
Ask10:20:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
-4.88% |
0.081
Bid Size: 10,000 |
0.102
Ask Size: 10,000 |
OMV AG |
34.2073 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
EB1F3L |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.21 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: |
-40.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-0.49 |
| Time value: |
0.10 |
| Break-even: |
33.25 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
24.69% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-8.29 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.85% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-76.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.073 |
| 1M High / 1M Low: |
0.085 |
0.054 |
| 6M High / 6M Low: |
0.321 |
0.054 |
| High (YTD): |
17/01/2024 |
0.387 |
| Low (YTD): |
04/07/2024 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.90% |
| Volatility 6M: |
|
146.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
