DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
| 8/14/2024 9:34:59 PM |
Chg.0.000 |
Bid9:58:48 PM |
Ask9:58:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
15.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ2FW2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.65 |
| Time value: |
0.69 |
| Break-even: |
13.66 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
3.88% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-5.66 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.250 |
| High: |
1.310 |
| Low: |
1.240 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.97% |
| 1 Month |
|
|
-0.78% |
| 3 Months |
|
|
+16.51% |
| YTD |
|
|
+2.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.160 |
| 1M High / 1M Low: |
1.600 |
1.010 |
| 6M High / 6M Low: |
1.890 |
0.890 |
| High (YTD): |
6/14/2024 |
1.890 |
| Low (YTD): |
4/5/2024 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.03% |
| Volatility 6M: |
|
120.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
