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DZ Bank Call 14 ENI 20.12.2024/  DE000DJ32LC6  /

Frankfurt Zert./DZB
06/09/2024  21:34:51 Chg.-0.100 Bid21:59:47 Ask21:59:47 Underlying Strike price Expiration date Option type
0.490EUR -16.95% 0.530
Bid Size: 1,500		 0.580
Ask Size: 1,500		 ENI S.P.A. 14.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 13/07/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.85
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.20
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 0.20
Time value: 0.45
Break-even: 14.65
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 8.33%
Delta: 0.63
Theta: 0.00
Omega: 13.82
Rho: 0.02
 

Quote data

Open: 0.560
High: 0.570
Low: 0.480
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -47.87%
1 Month
  -34.67%
3 Months
  -42.35%
YTD
  -76.21%
1 Year
  -71.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.570
1M High / 1M Low: 1.040 0.570
6M High / 6M Low: 2.050 0.520
High (YTD): 04/01/2024 2.130
Low (YTD): 14/06/2024 0.520
52W High: 18/10/2023 2.470
52W Low: 14/06/2024 0.520
Avg. price 1W:   0.760
Avg. volume 1W:   1,100
Avg. price 1M:   0.844
Avg. volume 1M:   404.348
Avg. price 6M:   1.110
Avg. volume 6M:   208.279
Avg. price 1Y:   1.432
Avg. volume 1Y:   104.953
Volatility 1M:   184.76%
Volatility 6M:   170.48%
Volatility 1Y:   142.96%
Volatility 3Y:   -