DZ Bank Call 14 ENI 20.09.2024
/ DE000DJ52RM0
DZ Bank Call 14 ENI 20.09.2024/ DE000DJ52RM0 /
2024-08-28 9:15:03 AM |
Chg.-0.130 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-13.00% |
- Bid Size: - |
- Ask Size: - |
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: |
16.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
0.70 |
Time value: |
0.21 |
Break-even: |
14.91 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.10 |
Spread %: |
12.35% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
12.18 |
Rho: |
0.01 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
1.000 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.09% |
1 Month |
|
|
-1.14% |
3 Months |
|
|
-13.00% |
YTD |
|
|
-55.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.00 |
0.69 |
1M High / 1M Low: |
1.06 |
0.49 |
6M High / 6M Low: |
1.99 |
0.41 |
High (YTD): |
2024-01-02 |
2.07 |
Low (YTD): |
2024-06-17 |
0.41 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.80% |
Volatility 6M: |
|
231.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |