DZ Bank Put 15 IVU/D 20.12.2024
/ DE000DJ4G493
DZ Bank Put 15 IVU/D 20.12.2024/ DE000DJ4G493 /
| 05/11/2024 08:22:13 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
IVU TRAFFIC TECHN.AG... |
15.00 - |
20/12/2024 |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/07/2023 |
| Last trading day: |
05/11/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
1.80 |
| Time value: |
0.45 |
| Break-even: |
12.75 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.26 |
| Spread %: |
13.07% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-4.02 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.38 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
+66.42% |
| 3 Months |
|
|
-5.00% |
| YTD |
|
|
-22.97% |
| 1 Year |
|
|
-14.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.38 |
2.08 |
| 1M High / 1M Low: |
2.38 |
1.24 |
| 6M High / 6M Low: |
2.40 |
1.24 |
| High (YTD): |
31/01/2024 |
3.30 |
| Low (YTD): |
10/10/2024 |
1.24 |
| 52W High: |
31/01/2024 |
3.30 |
| 52W Low: |
10/10/2024 |
1.24 |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
157.88% |
| Volatility 6M: |
|
115.42% |
| Volatility 1Y: |
|
99.11% |
| Volatility 3Y: |
|
- |
