DZ Bank Call 14 ENI 20.09.2024
/ DE000DJ52RM0
DZ Bank Call 14 ENI 20.09.2024/ DE000DJ52RM0 /
| 7/5/2024 12:59:10 PM |
Chg.+0.030 |
Bid2:05:31 PM |
Ask2:05:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
0.910
Bid Size: 30,000 |
0.920
Ask Size: 30,000 |
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: |
14.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.61 |
| Time value: |
0.41 |
| Break-even: |
15.02 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
4.08% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
10.04 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-50.80% |
| YTD |
|
|
-52.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.870 |
| 1M High / 1M Low: |
1.000 |
0.410 |
| 6M High / 6M Low: |
2.030 |
0.410 |
| High (YTD): |
1/2/2024 |
2.070 |
| Low (YTD): |
6/17/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.40% |
| Volatility 6M: |
|
174.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
