DZ Bank Put 16 IVU/D 20.12.2024
/ DE000DJ4G5A8
DZ Bank Put 16 IVU/D 20.12.2024/ DE000DJ4G5A8 /
| 2024-06-27 8:21:34 AM |
Chg.+0.15 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
+5.98% |
2.68
Bid Size: 1,000 |
2.76
Ask Size: 1,000 |
IVU TRAFFIC TECHN.AG... |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4G5A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
1.80 |
| Time value: |
0.94 |
| Break-even: |
13.26 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
3.40% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-2.93 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.44% |
| 1 Month |
|
|
-7.32% |
| 3 Months |
|
|
+2.31% |
| YTD |
|
|
-27.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.97 |
2.51 |
| 1M High / 1M Low: |
2.97 |
2.51 |
| 6M High / 6M Low: |
4.04 |
2.36 |
| High (YTD): |
2024-01-31 |
4.04 |
| Low (YTD): |
2024-04-04 |
2.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.20% |
| Volatility 6M: |
|
72.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
