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: |
|
- |
