DZ Bank Put 16 ENI 20.09.2024
/ DE000DJ270Q2
DZ Bank Put 16 ENI 20.09.2024/ DE000DJ270Q2 /
| 31/05/2024 12:50:34 |
Chg.-0.16 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-9.36% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
16.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
1.50 |
| Time value: |
0.09 |
| Break-even: |
14.41 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.08 |
| Spread %: |
5.30% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-6.74 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.55 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.36% |
| 1 Month |
|
|
+35.96% |
| 3 Months |
|
|
-28.24% |
| YTD |
|
|
+8.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.49 |
| 1M High / 1M Low: |
1.71 |
1.18 |
| 6M High / 6M Low: |
2.33 |
1.03 |
| High (YTD): |
19/02/2024 |
2.33 |
| Low (YTD): |
05/04/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.13% |
| Volatility 6M: |
|
132.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
