DZ Bank Call 17 ENI 20.12.2024
/ DE000DJ5FJB2
DZ Bank Call 17 ENI 20.12.2024/ DE000DJ5FJB2 /
| 12/07/2024 13:35:17 |
Chg.+0.010 |
Bid14:03:17 |
Ask14:03:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+12.50% |
0.090
Bid Size: 30,000 |
0.100
Ask Size: 30,000 |
ENI S.P.A. |
17.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5FJB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
109.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-2.80 |
| Time value: |
0.13 |
| Break-even: |
17.13 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.05 |
| Spread %: |
62.50% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
14.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.086 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-76.92% |
| YTD |
|
|
-85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.120 |
0.052 |
| 6M High / 6M Low: |
0.470 |
0.052 |
| High (YTD): |
04/01/2024 |
0.620 |
| Low (YTD): |
18/06/2024 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.70% |
| Volatility 6M: |
|
223.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
