DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
| 21/06/2024 21:35:18 |
Chg.+0.190 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
+13.38% |
1.560
Bid Size: 3,000 |
1.640
Ask Size: 3,000 |
ENI S.P.A. |
15.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.87 |
| Time value: |
0.63 |
| Break-even: |
13.50 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
2.74% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-5.09 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.420 |
| High: |
1.610 |
| Low: |
1.420 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+7.33% |
| YTD |
|
|
+29.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.420 |
| 1M High / 1M Low: |
1.890 |
1.120 |
| 6M High / 6M Low: |
1.890 |
0.890 |
| High (YTD): |
14/06/2024 |
1.890 |
| Low (YTD): |
05/04/2024 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.358 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.99% |
| Volatility 6M: |
|
101.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
