Erste Bank Put 38.0081 OMV 20.09.2024
/ AT0000A36Q43
Erste Bank Put 38.0081 OMV 20.09..../ AT0000A36Q43 /
| 7/29/2024 9:43:02 AM |
Chg.-0.010 |
Bid12:14:31 PM |
Ask12:14:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
-8.70% |
0.104
Bid Size: 10,000 |
0.125
Ask Size: 10,000 |
OMV AG |
38.0081 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
EB1E3M |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.01 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: |
-30.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-0.09 |
| Time value: |
0.13 |
| Break-even: |
36.75 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
17.86% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-11.85 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.105 |
| Previous Close: |
0.115 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-48.28% |
| YTD |
|
|
-78.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.122 |
0.095 |
| 1M High / 1M Low: |
0.122 |
0.060 |
| 6M High / 6M Low: |
0.482 |
0.060 |
| High (YTD): |
1/17/2024 |
0.583 |
| Low (YTD): |
7/4/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.214 |
| Avg. volume 6M: |
|
204.724 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.43% |
| Volatility 6M: |
|
159.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
