DZ Bank Call 14 ENI 20.09.2024
/ DE000DJ52RM0
DZ Bank Call 14 ENI 20.09.2024/ DE000DJ52RM0 /
2024-08-29 9:35:16 PM |
Chg.+0.090 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+10.98% |
0.900 Bid Size: 1,500 |
1.000 Ask Size: 1,500 |
ENI S.P.A. |
14.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ52RM |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.35 |
Historic volatility: |
0.17 |
Parity: |
0.67 |
Time value: |
0.25 |
Break-even: |
14.92 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.10 |
Spread %: |
12.20% |
Delta: |
0.73 |
Theta: |
-0.01 |
Omega: |
11.64 |
Rho: |
0.01 |
Quote data
Open: |
0.930 |
High: |
0.940 |
Low: |
0.860 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+68.52% |
1 Month |
|
|
-5.21% |
3 Months |
|
|
-4.21% |
YTD |
|
|
-53.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.540 |
1M High / 1M Low: |
0.990 |
0.480 |
6M High / 6M Low: |
1.970 |
0.390 |
High (YTD): |
2024-01-04 |
2.040 |
Low (YTD): |
2024-06-14 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.756 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.719 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.992 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.46% |
Volatility 6M: |
|
209.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |