DZ Bank Put 7 ENL 20.12.2024
/ DE000DJ7N9C4
DZ Bank Put 7 ENL 20.12.2024/ DE000DJ7N9C4 /
| 12/07/2024 21:04:38 |
Chg.-0.040 |
Bid12/07/2024 |
Ask12/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-8.00% |
0.460
Bid Size: 26,000 |
0.510
Ask Size: 26,000 |
ENEL S.P.A. ... |
7.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.21 |
| Time value: |
0.35 |
| Break-even: |
6.44 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
9.80% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-5.99 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.460 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.30% |
| 1 Month |
|
|
-28.13% |
| 3 Months |
|
|
-63.20% |
| YTD |
|
|
-37.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.500 |
| 1M High / 1M Low: |
0.920 |
0.500 |
| 6M High / 6M Low: |
1.350 |
0.500 |
| High (YTD): |
10/04/2024 |
1.350 |
| Low (YTD): |
11/07/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.917 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.21% |
| Volatility 6M: |
|
106.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
