DZ Bank Put 16 ENI 20.12.2024
/ DE000DJ2Q5T8
DZ Bank Put 16 ENI 20.12.2024/ DE000DJ2Q5T8 /
| 2024-06-21 12:04:20 PM |
Chg.+0.100 |
Bid12:09:57 PM |
Ask12:09:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.340EUR |
+4.46% |
2.350
Bid Size: 30,000 |
2.360
Ask Size: 30,000 |
ENI S.P.A. |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ2Q5T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
1.87 |
| Time value: |
0.48 |
| Break-even: |
13.65 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.73% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-3.77 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.230 |
| High: |
2.340 |
| Low: |
2.230 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
+26.49% |
| 3 Months |
|
|
+5.41% |
| YTD |
|
|
+33.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.760 |
2.240 |
| 1M High / 1M Low: |
2.760 |
1.820 |
| 6M High / 6M Low: |
2.760 |
1.380 |
| High (YTD): |
2024-06-14 |
2.760 |
| Low (YTD): |
2024-04-05 |
1.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.44% |
| Volatility 6M: |
|
86.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
