DZ Bank Call 14 ENI 20.09.2024/  DE000DJ52RM0  /

EUWAX
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:   -