DZ Bank Put 15 ENI 20.09.2024
/ DE000DJ270P4
DZ Bank Put 15 ENI 20.09.2024/ DE000DJ270P4 /
| 7/16/2024 10:05:02 AM |
Chg.+0.150 |
Bid10:10:38 AM |
Ask10:10:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+17.86% |
0.990
Bid Size: 30,000 |
1.000
Ask Size: 30,000 |
ENI S.P.A. |
15.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.76 |
| Time value: |
0.14 |
| Break-even: |
14.10 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-10.87 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.990 |
| Low: |
0.890 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
-34.87% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.840 |
| 1M High / 1M Low: |
1.410 |
0.670 |
| 6M High / 6M Low: |
1.520 |
0.550 |
| High (YTD): |
6/14/2024 |
1.520 |
| Low (YTD): |
4/12/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.934 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.984 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.80% |
| Volatility 6M: |
|
152.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
