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DZ Bank Call 14 ENI 20.12.2024/  DE000DJ32LC6  /

Frankfurt Zert./DZB
2024-08-30  9:34:38 PM Chg.-0.080 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.940EUR -7.84% 0.950
Bid Size: 1,500		 1.000
Ask Size: 1,500		 ENI S.P.A. 14.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ32LC
Issuer: DZ Bank AG
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-13
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.67
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.67
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 0.67
Time value: 0.33
Break-even: 15.00
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 5.26%
Delta: 0.77
Theta: 0.00
Omega: 11.27
Rho: 0.03
 

Quote data

Open: 1.090
High: 1.090
Low: 0.890
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -15.32%
YTD
  -54.37%
1 Year
  -41.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.940
1M High / 1M Low: 1.040 0.630
6M High / 6M Low: 2.050 0.520
High (YTD): 2024-01-04 2.130
Low (YTD): 2024-06-14 0.520
52W High: 2023-10-18 2.470
52W Low: 2024-06-14 0.520
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   0.862
Avg. volume 1M:   172.727
Avg. price 6M:   1.120
Avg. volume 6M:   166.938
Avg. price 1Y:   1.445
Avg. volume 1Y:   83.796
Volatility 1M:   179.20%
Volatility 6M:   163.84%
Volatility 1Y:   138.88%
Volatility 3Y:   -