DZ Bank Put 16 IVU/D 20.12.2024
/ DE000DJ4G5A8
DZ Bank Put 16 IVU/D 20.12.2024/ DE000DJ4G5A8 /
20/09/2024 08:17:51 |
Chg.-0.04 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
2.25EUR |
-1.75% |
- Bid Size: - |
- Ask Size: - |
IVU TRAFFIC TECHN.AG... |
16.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
28/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.08 |
Intrinsic value: |
1.95 |
Implied volatility: |
0.42 |
Historic volatility: |
0.30 |
Parity: |
1.95 |
Time value: |
0.41 |
Break-even: |
13.64 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.09 |
Spread %: |
3.96% |
Delta: |
-0.68 |
Theta: |
0.00 |
Omega: |
-4.06 |
Rho: |
-0.03 |
Quote data
Open: |
2.25 |
High: |
2.25 |
Low: |
2.25 |
Previous Close: |
2.29 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.86% |
1 Month |
|
|
-14.12% |
3 Months |
|
|
-17.28% |
YTD |
|
|
-38.52% |
1 Year |
|
|
-42.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.41 |
2.25 |
1M High / 1M Low: |
2.62 |
2.25 |
6M High / 6M Low: |
3.35 |
2.25 |
High (YTD): |
31/01/2024 |
4.04 |
Low (YTD): |
20/09/2024 |
2.25 |
52W High: |
19/10/2023 |
4.55 |
52W Low: |
20/09/2024 |
2.25 |
Avg. price 1W: |
|
2.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.11 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
56.69% |
Volatility 6M: |
|
83.54% |
Volatility 1Y: |
|
74.69% |
Volatility 3Y: |
|
- |