DZ Bank Call 14 ENI 20.09.2024
/ DE000DJ52RM0
DZ Bank Call 14 ENI 20.09.2024/ DE000DJ52RM0 /
| 7/25/2024 9:04:42 PM |
Chg.+0.040 |
Bid9:16:14 PM |
Ask9:16:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+8.33% |
0.520
Bid Size: 12,000 |
0.570
Ask Size: 12,000 |
ENI S.P.A. |
14.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.06 |
| Time value: |
0.45 |
| Break-even: |
14.51 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
10.87% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
15.58 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.540 |
| Low: |
0.380 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.46% |
| 1 Month |
|
|
-29.73% |
| 3 Months |
|
|
-68.10% |
| YTD |
|
|
-73.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.480 |
| 1M High / 1M Low: |
0.970 |
0.480 |
| 6M High / 6M Low: |
1.970 |
0.390 |
| High (YTD): |
1/4/2024 |
2.040 |
| Low (YTD): |
6/14/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.068 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.35% |
| Volatility 6M: |
|
166.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
