DZ Bank Call 14 ENI 20.12.2024
/ DE000DJ32LC6
DZ Bank Call 14 ENI 20.12.2024/ DE000DJ32LC6 /
| 28/06/2024 09:05:55 |
Chg.+0.100 |
Bid16:15:25 |
Ask16:15:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+10.87% |
0.940
Bid Size: 30,000 |
0.950
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: |
14.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.31 |
| Time value: |
0.69 |
| Break-even: |
15.00 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
8.70% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
9.30 |
| Rho: |
0.04 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.77% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
-20.31% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.730 |
| 1M High / 1M Low: |
1.230 |
0.540 |
| 6M High / 6M Low: |
2.150 |
0.540 |
| High (YTD): |
02/01/2024 |
2.150 |
| Low (YTD): |
17/06/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.09% |
| Volatility 6M: |
|
146.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
