DZ Bank Put 15 IVU/D 20.12.2024
/ DE000DJ4G493
DZ Bank Put 15 IVU/D 20.12.2024/ DE000DJ4G493 /
| 8/28/2024 8:19:28 AM |
Chg.-0.14 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-7.78% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
0.90 |
| Time value: |
0.85 |
| Break-even: |
13.25 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
5.42% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-4.34 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
-17.00% |
| 3 Months |
|
|
-16.16% |
| YTD |
|
|
-43.92% |
| 1 Year |
|
|
-47.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.66 |
| 1M High / 1M Low: |
2.40 |
1.66 |
| 6M High / 6M Low: |
3.06 |
1.66 |
| High (YTD): |
1/31/2024 |
3.30 |
| Low (YTD): |
8/23/2024 |
1.66 |
| 52W High: |
10/19/2023 |
3.81 |
| 52W Low: |
8/23/2024 |
1.66 |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
144.29% |
| Volatility 6M: |
|
96.17% |
| Volatility 1Y: |
|
84.64% |
| Volatility 3Y: |
|
- |
