DZ Bank Put 15 ENI 21.03.2025
/ DE000DQ2NF92
DZ Bank Put 15 ENI 21.03.2025/ DE000DQ2NF92 /
| 2024-11-19 5:04:46 PM |
Chg.+0.200 |
Bid5:23:44 PM |
Ask5:23:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+16.67% |
1.400
Bid Size: 30,000 |
1.410
Ask Size: 30,000 |
ENI S.P.A. |
15.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2NF9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
1.10 |
| Time value: |
0.14 |
| Break-even: |
13.76 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
4.20% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-7.82 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.230 |
| High: |
1.460 |
| Low: |
1.230 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
+5.26% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.200 |
| 1M High / 1M Low: |
1.500 |
1.120 |
| 6M High / 6M Low: |
1.960 |
1.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.54% |
| Volatility 6M: |
|
130.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
