DZ Bank Put 16 ENI 20.09.2024
/ DE000DJ270Q2
DZ Bank Put 16 ENI 20.09.2024/ DE000DJ270Q2 /
| 2024-06-11 9:35:20 PM |
Chg.+0.110 |
Bid9:59:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
+5.85% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
16.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ270Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
1.87 |
| Time value: |
0.11 |
| Break-even: |
14.02 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.00% |
| Delta: |
-0.77 |
| Theta: |
0.00 |
| Omega: |
-5.48 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.950 |
| High: |
2.070 |
| Low: |
1.870 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.46% |
| 3 Months |
|
|
+4.19% |
| YTD |
|
|
+42.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.010 |
1.460 |
| 6M High / 6M Low: |
2.310 |
1.020 |
| High (YTD): |
2024-02-20 |
2.310 |
| Low (YTD): |
2024-04-05 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.71% |
| Volatility 6M: |
|
112.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
