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DZ Bank Call 14 ENI 20.12.2024/  DE000DJ32LC6  /

EUWAX
08/08/2024  09:05:33 Chg.+0.080 Bid15:32:11 Ask15:32:11 Underlying Strike price Expiration date Option type
0.710EUR +12.70% 0.750
Bid Size: 30,000		 0.760
Ask Size: 30,000		 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: 17.55
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.22
Implied volatility: 0.17
Historic volatility: 0.18
Parity: 0.22
Time value: 0.59
Break-even: 14.81
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 6.58%
Delta: 0.63
Theta: 0.00
Omega: 10.99
Rho: 0.03
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.32%
1 Month
  -21.98%
3 Months
  -48.92%
YTD
  -65.20%
1 Year
  -34.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.630
1M High / 1M Low: 1.170 0.610
6M High / 6M Low: 2.060 0.540
High (YTD): 02/01/2024 2.150
Low (YTD): 17/06/2024 0.540
52W High: 18/10/2023 2.450
52W Low: 17/06/2024 0.540
Avg. price 1W:   0.800
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   1.166
Avg. volume 6M:   0.000
Avg. price 1Y:   1.480
Avg. volume 1Y:   0.000
Volatility 1M:   247.19%
Volatility 6M:   172.20%
Volatility 1Y:   140.42%
Volatility 3Y:   -