DZ Bank Put 16 ENI 20.12.2024
/ DE000DJ2Q5T8
DZ Bank Put 16 ENI 20.12.2024/ DE000DJ2Q5T8 /
30/08/2024 09:16:24 |
Chg.-0.11 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.61EUR |
-6.40% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
16.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
1.33 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
1.33 |
Time value: |
0.45 |
Break-even: |
14.22 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.05 |
Spread %: |
2.89% |
Delta: |
-0.63 |
Theta: |
0.00 |
Omega: |
-5.16 |
Rho: |
-0.03 |
Quote data
Open: |
1.61 |
High: |
1.61 |
Low: |
1.61 |
Previous Close: |
1.72 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.81% |
1 Month |
|
|
-6.40% |
3 Months |
|
|
-16.15% |
YTD |
|
|
-10.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.80 |
1.61 |
1M High / 1M Low: |
2.56 |
1.61 |
6M High / 6M Low: |
2.73 |
1.37 |
High (YTD): |
17/06/2024 |
2.73 |
Low (YTD): |
05/04/2024 |
1.37 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.33% |
Volatility 6M: |
|
115.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |