DZ Bank Call 15 ENI 20.09.2024/  DE000DJ52RN8  /

EUWAX
26/07/2024  09:03:02 Chg.+0.140 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.270EUR +107.69% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 15.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 01/11/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 77.89
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.98
Time value: 0.18
Break-even: 15.18
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.68
Spread abs.: 0.05
Spread %: 38.46%
Delta: 0.25
Theta: 0.00
Omega: 19.80
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.75%
1 Month
  -12.90%
3 Months
  -73.27%
YTD
  -78.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.420 0.130
6M High / 6M Low: 1.260 0.130
High (YTD): 02/01/2024 1.390
Low (YTD): 25/07/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.22%
Volatility 6M:   224.07%
Volatility 1Y:   -
Volatility 3Y:   -