DZ Bank Put 15 ENI 20.09.2024
/ DE000DJ270P4
DZ Bank Put 15 ENI 20.09.2024/ DE000DJ270P4 /
| 05/07/2024 15:49:21 |
Chg.+0.010 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+1.35% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
15.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.39 |
| Time value: |
0.31 |
| Break-even: |
14.30 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
6.06% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-11.73 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.710 |
| High: |
0.750 |
| Low: |
0.710 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
+33.93% |
| YTD |
|
|
-19.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.670 |
| 1M High / 1M Low: |
1.520 |
0.670 |
| 6M High / 6M Low: |
1.530 |
0.560 |
| High (YTD): |
19/02/2024 |
1.530 |
| Low (YTD): |
05/04/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.003 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.49% |
| Volatility 6M: |
|
179.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
