DZ Bank Put 15 IVU/D 20.12.2024
/ DE000DJ4G493
DZ Bank Put 15 IVU/D 20.12.2024/ DE000DJ4G493 /
10/4/2024 12:27:30 PM |
Chg.-0.02 |
Bid4:33:57 PM |
Ask4:33:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.37EUR |
-1.44% |
1.30 Bid Size: 4,000 |
1.33 Ask Size: 4,000 |
IVU TRAFFIC TECHN.AG... |
15.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DJ4G49 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/28/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.23 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
0.85 |
Time value: |
0.66 |
Break-even: |
13.49 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.09 |
Spread %: |
6.34% |
Delta: |
-0.57 |
Theta: |
-0.01 |
Omega: |
-5.34 |
Rho: |
-0.02 |
Quote data
Open: |
1.42 |
High: |
1.42 |
Low: |
1.37 |
Previous Close: |
1.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.48% |
1 Month |
|
|
-14.91% |
3 Months |
|
|
-32.84% |
YTD |
|
|
-53.72% |
1 Year |
|
|
-60.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.72 |
1.35 |
1M High / 1M Low: |
1.72 |
1.35 |
6M High / 6M Low: |
2.40 |
1.35 |
High (YTD): |
1/31/2024 |
3.30 |
Low (YTD): |
9/27/2024 |
1.35 |
52W High: |
10/19/2023 |
3.81 |
52W Low: |
9/27/2024 |
1.35 |
Avg. price 1W: |
|
1.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.93 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.38 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
129.00% |
Volatility 6M: |
|
103.29% |
Volatility 1Y: |
|
90.17% |
Volatility 3Y: |
|
- |