DZ Bank Call 14 ENI 20.09.2024
/ DE000DJ52RM0
DZ Bank Call 14 ENI 20.09.2024/ DE000DJ52RM0 /
| 2024-06-21 9:06:17 AM |
Chg.+0.120 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+22.22% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52RM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.13 |
| Time value: |
0.51 |
| Break-even: |
14.64 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
6.67% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
13.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.48% |
| 1 Month |
|
|
-41.59% |
| 3 Months |
|
|
-36.54% |
| YTD |
|
|
-65.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.410 |
| 1M High / 1M Low: |
1.130 |
0.410 |
| 6M High / 6M Low: |
2.070 |
0.410 |
| High (YTD): |
2024-01-02 |
2.070 |
| Low (YTD): |
2024-06-17 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.251 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.79% |
| Volatility 6M: |
|
156.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
