DZ Bank Put 6.5 ENL 20.12.2024
/ DE000DJ7EQS0
DZ Bank Put 6.5 ENL 20.12.2024/ DE000DJ7EQS0 /
| 09/08/2024 09:07:18 |
Chg.0.000 |
Bid13:26:36 |
Ask13:26:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
0.00% |
0.330
Bid Size: 65,000 |
0.340
Ask Size: 65,000 |
ENEL S.P.A. ... |
6.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
0.340 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+9.68% |
| 3 Months |
|
|
-26.09% |
| YTD |
|
|
-30.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.320 |
| 1M High / 1M Low: |
0.440 |
0.220 |
| 6M High / 6M Low: |
1.000 |
0.220 |
| High (YTD): |
11/04/2024 |
1.000 |
| Low (YTD): |
29/07/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.533 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.54% |
| Volatility 6M: |
|
135.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
