DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
| 08/08/2024 09:05:43 |
Chg.-0.17 |
Bid11:17:05 |
Ask11:17:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-10.56% |
1.44
Bid Size: 30,000 |
1.45
Ask Size: 30,000 |
ENI S.P.A. |
15.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
0.78 |
| Time value: |
0.66 |
| Break-even: |
13.56 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
3.60% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-5.38 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.45% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
+13.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
0.97 |
| 1M High / 1M Low: |
1.71 |
0.97 |
| 6M High / 6M Low: |
1.87 |
0.89 |
| High (YTD): |
17/06/2024 |
1.87 |
| Low (YTD): |
05/04/2024 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.58% |
| Volatility 6M: |
|
140.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
