DZ Bank Put 15 ENI 20.06.2025
/ DE000DJ74577
DZ Bank Put 15 ENI 20.06.2025/ DE000DJ74577 /
8/16/2024 9:16:31 AM |
Chg.-0.09 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.62EUR |
-5.26% |
- Bid Size: - |
- Ask Size: - |
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: |
-8.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
0.67 |
Time value: |
1.08 |
Break-even: |
13.25 |
Moneyness: |
1.05 |
Premium: |
0.08 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.20 |
Spread %: |
12.90% |
Delta: |
-0.46 |
Theta: |
0.00 |
Omega: |
-3.81 |
Rho: |
-0.07 |
Quote data
Open: |
1.62 |
High: |
1.62 |
Low: |
1.62 |
Previous Close: |
1.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.95% |
1 Month |
|
|
-6.36% |
3 Months |
|
|
-1.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.76 |
1.66 |
1M High / 1M Low: |
2.11 |
1.45 |
6M High / 6M Low: |
2.23 |
1.22 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.63% |
Volatility 6M: |
|
100.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |