DZ Bank Put 15 ENI 20.06.2025
/ DE000DJ74577
DZ Bank Put 15 ENI 20.06.2025/ DE000DJ74577 /
10/9/2024 9:34:55 PM |
Chg.+0.010 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.670EUR |
+0.60% |
1.680 Bid Size: 1,500 |
1.730 Ask Size: 1,500 |
ENI S.P.A. |
15.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
DJ7457 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
1/3/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
0.81 |
Time value: |
0.89 |
Break-even: |
13.30 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
3.03% |
Delta: |
-0.50 |
Theta: |
0.00 |
Omega: |
-4.18 |
Rho: |
-0.06 |
Quote data
Open: |
1.730 |
High: |
1.760 |
Low: |
1.670 |
Previous Close: |
1.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.60% |
1 Month |
|
|
-9.24% |
3 Months |
|
|
-6.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.680 |
1.460 |
1M High / 1M Low: |
2.140 |
1.460 |
6M High / 6M Low: |
2.260 |
1.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.616 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.785 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.668 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.75% |
Volatility 6M: |
|
97.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |