DZ Bank Call 14 ENI 20.09.2024
/ DE000DJ52RM0
DZ Bank Call 14 ENI 20.09.2024/ DE000DJ52RM0 /
30/08/2024 09:04:26 |
Chg.+0.08 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.01EUR |
+8.60% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
14.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
01/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.34 |
Historic volatility: |
0.17 |
Parity: |
0.81 |
Time value: |
0.19 |
Break-even: |
15.00 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.10 |
Spread %: |
11.11% |
Delta: |
0.77 |
Theta: |
-0.01 |
Omega: |
11.45 |
Rho: |
0.01 |
Quote data
Open: |
1.01 |
High: |
1.01 |
Low: |
1.01 |
Previous Close: |
0.93 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.28% |
1 Month |
|
|
+3.06% |
3 Months |
|
|
+4.12% |
YTD |
|
|
-47.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.01 |
0.79 |
1M High / 1M Low: |
1.06 |
0.49 |
6M High / 6M Low: |
1.99 |
0.41 |
High (YTD): |
02/01/2024 |
2.07 |
Low (YTD): |
17/06/2024 |
0.41 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.91% |
Volatility 6M: |
|
231.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |