DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
| 7/12/2024 6:04:31 PM |
Chg.0.000 |
Bid6:11:44 PM |
Ask6:11:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
0.00% |
1.290
Bid Size: 12,000 |
1.340
Ask Size: 12,000 |
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: |
-10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.80 |
| Time value: |
0.53 |
| Break-even: |
13.67 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
3.91% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-5.89 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.190 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
-15.69% |
| 3 Months |
|
|
+43.33% |
| YTD |
|
|
+4.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.230 |
| 1M High / 1M Low: |
1.890 |
1.100 |
| 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: |
|
1.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.354 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.54% |
| Volatility 6M: |
|
106.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
