DZ Bank Put 7 ENL 20.12.2024
/ DE000DJ7N9C4
DZ Bank Put 7 ENL 20.12.2024/ DE000DJ7N9C4 /
| 8/9/2024 6:34:53 PM |
Chg.0.000 |
Bid8/9/2024 |
Ask8/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
0.00% |
0.640
Bid Size: 26,000 |
0.690
Ask Size: 26,000 |
ENEL S.P.A. ... |
7.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ7N9C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.57 |
| Time value: |
0.11 |
| Break-even: |
6.32 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
7.94% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-6.24 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.660 |
| High: |
0.680 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
+4.92% |
| 3 Months |
|
|
-9.86% |
| YTD |
|
|
-13.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.590 |
| 1M High / 1M Low: |
0.730 |
0.450 |
| 6M High / 6M Low: |
1.350 |
0.450 |
| High (YTD): |
4/10/2024 |
1.350 |
| Low (YTD): |
7/26/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.858 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.19% |
| Volatility 6M: |
|
113.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
