DZ Bank Put 7 ENL 20.09.2024
/ DE000DJ7RM08
DZ Bank Put 7 ENL 20.09.2024/ DE000DJ7RM08 /
| 07/08/2024 09:09:29 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ENEL S.P.A. ... |
7.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
DJ7RM0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
08/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.17 |
| Parity: |
0.57 |
| Time value: |
0.14 |
| Break-even: |
6.29 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
16.39% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-6.27 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.95% |
| 1 Month |
|
|
+23.21% |
| 3 Months |
|
|
-8.00% |
| YTD |
|
|
+1.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.590 |
| 1M High / 1M Low: |
0.730 |
0.350 |
| 6M High / 6M Low: |
1.440 |
0.350 |
| High (YTD): |
11/04/2024 |
1.440 |
| Low (YTD): |
29/07/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.57% |
| Volatility 6M: |
|
136.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
