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: |
|
- |
