DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
| 10/9/2024 9:04:17 AM |
Chg.+0.22 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
+20.75% |
-
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: |
-11.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
0.81 |
| Time value: |
0.44 |
| Break-even: |
13.75 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
4.17% |
| Delta: |
-0.60 |
| Theta: |
0.00 |
| Omega: |
-6.84 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.79% |
| 1 Month |
|
|
-12.33% |
| 3 Months |
|
|
-5.88% |
| YTD |
|
|
+0.79% |
| 1 Year |
|
|
-27.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.04 |
| 1M High / 1M Low: |
1.61 |
1.04 |
| 6M High / 6M Low: |
1.87 |
0.89 |
| High (YTD): |
6/17/2024 |
1.87 |
| Low (YTD): |
8/30/2024 |
0.89 |
| 52W High: |
6/17/2024 |
1.87 |
| 52W Low: |
8/30/2024 |
0.89 |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
155.71% |
| Volatility 6M: |
|
152.93% |
| Volatility 1Y: |
|
126.83% |
| Volatility 3Y: |
|
- |
