DZ Bank Put 16 ENI 20.12.2024
/ DE000DJ2Q5T8
DZ Bank Put 16 ENI 20.12.2024/ DE000DJ2Q5T8 /
2024-09-25 9:14:43 AM |
Chg.+0.03 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.06EUR |
+1.48% |
- Bid Size: - |
- Ask Size: - |
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: |
-6.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
1.84 |
Implied volatility: |
0.34 |
Historic volatility: |
0.17 |
Parity: |
1.84 |
Time value: |
0.22 |
Break-even: |
13.94 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
2.49% |
Delta: |
-0.73 |
Theta: |
0.00 |
Omega: |
-5.03 |
Rho: |
-0.03 |
Quote data
Open: |
2.06 |
High: |
2.06 |
Low: |
2.06 |
Previous Close: |
2.03 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.50% |
1 Month |
|
|
+8.99% |
3 Months |
|
|
+2.49% |
YTD |
|
|
+15.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.18 |
2.03 |
1M High / 1M Low: |
2.54 |
1.61 |
6M High / 6M Low: |
2.73 |
1.37 |
High (YTD): |
2024-06-17 |
2.73 |
Low (YTD): |
2024-04-05 |
1.37 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.53% |
Volatility 6M: |
|
115.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |