DZ Bank Put 6.5 ENL 20.09.2024
/ DE000DJ6N080
DZ Bank Put 6.5 ENL 20.09.2024/ DE000DJ6N080 /
| 12/07/2024 09:16:01 |
Chg.-0.050 |
Bid14:47:35 |
Ask14:47:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-29.41% |
0.130
Bid Size: 65,000 |
0.140
Ask Size: 65,000 |
ENEL S.P.A. ... |
6.50 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ6N08 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.29 |
| Time value: |
0.18 |
| Break-even: |
6.32 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
38.46% |
| Delta: |
-0.32 |
| Theta: |
0.00 |
| Omega: |
-11.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-58.62% |
| 3 Months |
|
|
-86.21% |
| YTD |
|
|
-71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.170 |
| 1M High / 1M Low: |
0.470 |
0.170 |
| 6M High / 6M Low: |
0.990 |
0.170 |
| High (YTD): |
11/04/2024 |
0.990 |
| Low (YTD): |
11/07/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.16% |
| Volatility 6M: |
|
166.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
