DZ Bank Put 16 ENI 20.12.2024
/ DE000DJ2Q5T8
DZ Bank Put 16 ENI 20.12.2024/ DE000DJ2Q5T8 /
| 7/11/2024 9:17:34 AM |
Chg.-0.10 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
-4.41% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
16.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ2Q5T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
1.82 |
| Time value: |
0.41 |
| Break-even: |
13.77 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
2.29% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-4.10 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.02% |
| 1 Month |
|
|
-3.98% |
| 3 Months |
|
|
+50.69% |
| YTD |
|
|
+21.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
1.92 |
| 1M High / 1M Low: |
2.73 |
1.84 |
| 6M High / 6M Low: |
2.73 |
1.37 |
| High (YTD): |
6/17/2024 |
2.73 |
| Low (YTD): |
4/5/2024 |
1.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.37% |
| Volatility 6M: |
|
104.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
