DZ Bank Put 15 ENI 21.06.2024
/ DE000DJ2FW13
DZ Bank Put 15 ENI 21.06.2024/ DE000DJ2FW13 /
| 2024-05-31 9:35:14 PM |
Chg.-0.080 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-12.90% |
0.520
Bid Size: 2,600 |
0.600
Ask Size: 2,600 |
ENI S.P.A. |
15.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ2FW1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.50 |
| Time value: |
0.10 |
| Break-even: |
14.40 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
15.38% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-17.44 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.500 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
-15.63% |
| 3 Months |
|
|
-55.74% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.480 |
| 1M High / 1M Low: |
0.710 |
0.340 |
| 6M High / 6M Low: |
1.380 |
0.340 |
| High (YTD): |
2024-02-20 |
1.380 |
| Low (YTD): |
2024-05-14 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.819 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.15% |
| Volatility 6M: |
|
184.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
