Erste Bank Put 38.0081 OMV 20.09.2024
/ AT0000A36Q43
Erste Bank Put 38.0081 OMV 20.09..../ AT0000A36Q43 /
9/3/2024 5:00:08 PM |
Chg.+0.015 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
+44.12% |
- Bid Size: - |
- Ask Size: - |
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: |
-74.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.22 |
Parity: |
-0.12 |
Time value: |
0.06 |
Break-even: |
37.49 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
1.46 |
Spread abs.: |
0.02 |
Spread %: |
61.76% |
Delta: |
-0.31 |
Theta: |
-0.03 |
Omega: |
-22.86 |
Rho: |
-0.01 |
Quote data
Open: |
0.028 |
High: |
0.049 |
Low: |
0.028 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.00% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-46.15% |
YTD |
|
|
-89.94% |
1 Year |
|
|
-86.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.034 |
1M High / 1M Low: |
0.206 |
0.034 |
6M High / 6M Low: |
0.425 |
0.034 |
High (YTD): |
1/17/2024 |
0.583 |
Low (YTD): |
9/2/2024 |
0.034 |
52W High: |
1/17/2024 |
0.583 |
52W Low: |
9/2/2024 |
0.034 |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.150 |
Avg. volume 6M: |
|
203.125 |
Avg. price 1Y: |
|
0.286 |
Avg. volume 1Y: |
|
102.362 |
Volatility 1M: |
|
290.05% |
Volatility 6M: |
|
206.05% |
Volatility 1Y: |
|
163.40% |
Volatility 3Y: |
|
- |