DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
| 5/31/2024 9:35:15 PM |
Chg.-0.070 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
-5.60% |
1.160
Bid Size: 2,600 |
1.240
Ask Size: 2,600 |
ENI S.P.A. |
15.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.50 |
| Time value: |
0.75 |
| Break-even: |
13.75 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
6.84% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-5.65 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.150 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.84% |
| 1 Month |
|
|
+9.26% |
| 3 Months |
|
|
-29.34% |
| YTD |
|
|
-4.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.120 |
| 1M High / 1M Low: |
1.300 |
1.000 |
| 6M High / 6M Low: |
1.820 |
0.890 |
| High (YTD): |
2/20/2024 |
1.820 |
| Low (YTD): |
4/5/2024 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.80% |
| Volatility 6M: |
|
94.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
