Erste Bank Put 39.9085 OMV 20.09.2024
/ AT0000A37U61
Erste Bank Put 39.9085 OMV 20.09..../ AT0000A37U61 /
7/26/2024 5:00:18 PM |
Chg.-0.009 |
Bid7:41:01 AM |
Ask7:41:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.215EUR |
-4.02% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
39.9085 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/19/2023 |
Last trading day: |
9/17/2024 |
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): |
1/17/2024 |
0.729 |
Low (YTD): |
7/4/2024 |
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: |
|
- |