DZ Bank Put 16 IVU/D 21.06.2024
/ DE000DJ4G485
DZ Bank Put 16 IVU/D 21.06.2024/ DE000DJ4G485 /
| 27/05/2024 08:20:01 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
IVU TRAFFIC TECHN.AG... |
16.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
DJ4G48 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
28/07/2023 |
| Last trading day: |
28/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.32 |
| Parity: |
1.10 |
| Time value: |
0.52 |
| Break-even: |
14.38 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-5.83 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.58% |
| 1 Month |
|
|
+2.96% |
| 3 Months |
|
|
-32.36% |
| YTD |
|
|
-31.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.83 |
| 1M High / 1M Low: |
2.30 |
1.77 |
| 6M High / 6M Low: |
3.51 |
1.48 |
| High (YTD): |
31/01/2024 |
3.51 |
| Low (YTD): |
04/04/2024 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.10% |
| Volatility 6M: |
|
111.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
