DZ Bank Call 15 ENI 20.09.2024
/ DE000DJ52RN8
DZ Bank Call 15 ENI 20.09.2024/ DE000DJ52RN8 /
| 2024-06-14 9:34:44 PM |
Chg.-0.030 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-18.75% |
0.130
Bid Size: 3,000 |
0.170
Ask Size: 3,000 |
ENI S.P.A. |
15.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52RN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
79.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-1.49 |
| Time value: |
0.17 |
| Break-even: |
15.17 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
30.77% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
16.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.120 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.57% |
| 1 Month |
|
|
-79.03% |
| 3 Months |
|
|
-76.36% |
| YTD |
|
|
-90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.130 |
| 1M High / 1M Low: |
0.620 |
0.130 |
| 6M High / 6M Low: |
1.360 |
0.130 |
| High (YTD): |
2024-01-04 |
1.360 |
| Low (YTD): |
2024-06-14 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.714 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.47% |
| Volatility 6M: |
|
183.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
