DZ Bank Put 6.5 ENL 20.12.2024
/ DE000DJ7EQS0
DZ Bank Put 6.5 ENL 20.12.2024/ DE000DJ7EQS0 /
| 2024-08-09 10:04:31 AM |
Chg.-0.010 |
Bid10:23:36 AM |
Ask10:23:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-3.03% |
0.310
Bid Size: 65,000 |
0.320
Ask Size: 65,000 |
ENEL S.P.A. ... |
6.50 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ7EQS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.07 |
| Time value: |
0.30 |
| Break-even: |
6.13 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
15.63% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-8.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
-17.95% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
0.390 |
0.210 |
| 6M High / 6M Low: |
0.900 |
0.210 |
| High (YTD): |
2024-04-10 |
0.900 |
| Low (YTD): |
2024-07-26 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.86% |
| Volatility 6M: |
|
140.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
