DZ Bank Put 16 ENI 20.09.2024
/ DE000DJ270Q2
DZ Bank Put 16 ENI 20.09.2024/ DE000DJ270Q2 /
6/11/2024 9:35:20 PM |
Chg.+0.110 |
Bid9:59:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.990EUR |
+5.85% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
16.00 - |
9/20/2024 |
Put |
Master data
WKN: |
DJ270Q |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/16/2023 |
Last trading day: |
7/5/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.94 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
1.94 |
Time value: |
0.06 |
Break-even: |
14.00 |
Moneyness: |
1.14 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.83 |
Theta: |
0.00 |
Omega: |
-5.83 |
Rho: |
-0.02 |
Quote data
Open: |
1.950 |
High: |
2.070 |
Low: |
1.870 |
Previous Close: |
1.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+60.48% |
YTD |
|
|
+42.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
2.310 |
1.020 |
High (YTD): |
2/20/2024 |
2.310 |
Low (YTD): |
4/5/2024 |
1.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
1.659 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
114.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |