DZ Bank Put 15 IVU/D 20.12.2024
/ DE000DJ4G493
DZ Bank Put 15 IVU/D 20.12.2024/ DE000DJ4G493 /
2024-08-28 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 |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-07-28 |
Last trading day: |
2024-12-19 |
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): |
2024-01-31 |
3.30 |
Low (YTD): |
2024-08-23 |
1.66 |
52W High: |
2023-10-19 |
3.81 |
52W Low: |
2024-08-23 |
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: |
|
- |