DZ Bank Put 15 ENI 20.09.2024
/ DE000DJ270P4
DZ Bank Put 15 ENI 20.09.2024/ DE000DJ270P4 /
| 2024-06-27 9:35:10 PM |
Chg.-0.040 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-4.44% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
15.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ270P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.76 |
| Time value: |
0.23 |
| Break-even: |
14.01 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
8.79% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-9.17 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.790 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.51% |
| 1 Month |
|
|
+19.44% |
| 3 Months |
|
|
-7.53% |
| YTD |
|
|
-4.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.860 |
| 1M High / 1M Low: |
1.520 |
0.720 |
| 6M High / 6M Low: |
1.520 |
0.550 |
| High (YTD): |
2024-06-14 |
1.520 |
| Low (YTD): |
2024-04-12 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.001 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.27% |
| Volatility 6M: |
|
146.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
