Erste Bank Put 39.9085 OMV 20.09.2024
/ AT0000A37U61
Erste Bank Put 39.9085 OMV 20.09..../ AT0000A37U61 /
| 26/07/2024 17:00:18 |
Chg.-0.009 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.215EUR |
-4.02% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
39.9085 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
EB1FJV |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.91 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.11 |
| Time value: |
0.12 |
| Break-even: |
37.73 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
9.57% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-9.90 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.215 |
| Low: |
0.210 |
| Previous Close: |
0.224 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.79% |
| 1 Month |
|
|
+34.38% |
| 3 Months |
|
|
-28.81% |
| YTD |
|
|
-64.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.224 |
0.178 |
| 1M High / 1M Low: |
0.224 |
0.110 |
| 6M High / 6M Low: |
0.626 |
0.110 |
| High (YTD): |
17/01/2024 |
0.729 |
| Low (YTD): |
04/07/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.308 |
| Avg. volume 6M: |
|
188.976 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.25% |
| Volatility 6M: |
|
153.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
