DZ Bank Call 15 ENI 20.09.2024
/ DE000DJ52RN8
DZ Bank Call 15 ENI 20.09.2024/ DE000DJ52RN8 /
| 7/31/2024 9:04:59 AM |
Chg.+0.020 |
Bid4:55:57 PM |
Ask4:55:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.380
Bid Size: 30,000 |
0.390
Ask Size: 30,000 |
ENI S.P.A. |
15.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ52RN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.36 |
| Time value: |
0.36 |
| Break-even: |
15.36 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
17.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+157.14% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
-64.36% |
| YTD |
|
|
-71.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.130 |
| 1M High / 1M Low: |
0.420 |
0.130 |
| 6M High / 6M Low: |
1.260 |
0.130 |
| High (YTD): |
1/2/2024 |
1.390 |
| Low (YTD): |
7/25/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.32% |
| Volatility 6M: |
|
273.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
