DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
2024-09-23 9:34:59 PM |
Chg.+0.090 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+8.26% |
1.160 Bid Size: 1,500 |
1.210 Ask Size: 1,500 |
ENI S.P.A. |
15.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ2FW2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-15 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
0.72 |
Time value: |
0.49 |
Break-even: |
13.79 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.05 |
Spread %: |
4.31% |
Delta: |
-0.58 |
Theta: |
0.00 |
Omega: |
-6.81 |
Rho: |
-0.02 |
Quote data
Open: |
1.270 |
High: |
1.340 |
Low: |
1.180 |
Previous Close: |
1.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.59% |
1 Month |
|
|
+9.26% |
3 Months |
|
|
-26.71% |
YTD |
|
|
-4.84% |
1 Year |
|
|
-21.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.350 |
1.090 |
1M High / 1M Low: |
1.730 |
0.900 |
6M High / 6M Low: |
1.890 |
0.890 |
High (YTD): |
2024-06-14 |
1.890 |
Low (YTD): |
2024-04-05 |
0.890 |
52W High: |
2023-10-05 |
2.030 |
52W Low: |
2024-04-05 |
0.890 |
Avg. price 1W: |
|
1.210 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.250 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.243 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.388 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
192.39% |
Volatility 6M: |
|
134.41% |
Volatility 1Y: |
|
114.55% |
Volatility 3Y: |
|
- |