DZ Bank Put 15 ENI 20.09.2024/  DE000DJ270P4  /

EUWAX
2024-07-26  9:08:24 AM Chg.-0.420 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.690EUR -37.84% -
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: -20.41
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.51
Implied volatility: 0.20
Historic volatility: 0.17
Parity: 0.51
Time value: 0.20
Break-even: 14.29
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 7.58%
Delta: -0.63
Theta: 0.00
Omega: -12.85
Rho: -0.01
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 1.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -20.69%
3 Months  
+1.47%
YTD
  -25.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.690
1M High / 1M Low: 1.110 0.670
6M High / 6M Low: 1.530 0.560
High (YTD): 2024-02-19 1.530
Low (YTD): 2024-04-05 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   0.876
Avg. volume 1M:   0.000
Avg. price 6M:   0.973
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.35%
Volatility 6M:   187.90%
Volatility 1Y:   -
Volatility 3Y:   -