DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
| 26/07/2024 09:05:13 |
Chg.-0.40 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-25.81% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-12.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.51 |
| Time value: |
0.67 |
| Break-even: |
13.82 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
4.42% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-6.27 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.44% |
| 1 Month |
|
|
-4.96% |
| 3 Months |
|
|
+10.58% |
| YTD |
|
|
-9.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.15 |
| 1M High / 1M Low: |
1.55 |
1.12 |
| 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: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.95% |
| Volatility 6M: |
|
124.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
