DZ Bank Put 15 ENI 20.12.2024
/ DE000DJ2FW21
DZ Bank Put 15 ENI 20.12.2024/ DE000DJ2FW21 /
| 2024-05-24 1:35:32 PM |
Chg.+0.100 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+8.40% |
1.290
Bid Size: 26,000 |
1.300
Ask Size: 26,000 |
ENI S.P.A. |
15.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ2FW2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.51 |
| Time value: |
0.77 |
| Break-even: |
13.72 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
6.67% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-5.49 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.310 |
| High: |
1.330 |
| Low: |
1.290 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.17% |
| 1 Month |
|
|
+20.56% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
+4.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.150 |
| 1M High / 1M Low: |
1.300 |
1.000 |
| 6M High / 6M Low: |
1.820 |
0.890 |
| High (YTD): |
2024-02-20 |
1.820 |
| Low (YTD): |
2024-04-05 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.23% |
| Volatility 6M: |
|
93.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
