DZ Bank Put 15 IVU/D 20.12.2024
/ DE000DJ4G493
DZ Bank Put 15 IVU/D 20.12.2024/ DE000DJ4G493 /
| 2024-05-27 9:34:52 PM |
Chg.-0.230 |
Bid8:10:02 AM |
Ask8:10:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-10.41% |
1.980
Bid Size: 1,400 |
2.050
Ask Size: 1,400 |
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: |
-6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
0.85 |
| Time value: |
1.44 |
| Break-even: |
12.71 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
4.09% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-2.91 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.200 |
| High: |
2.200 |
| Low: |
1.980 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.76% |
| 1 Month |
|
|
-8.76% |
| 3 Months |
|
|
-32.42% |
| YTD |
|
|
-31.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
1.980 |
| 1M High / 1M Low: |
2.340 |
1.960 |
| 6M High / 6M Low: |
3.240 |
1.810 |
| High (YTD): |
2024-01-31 |
3.240 |
| Low (YTD): |
2024-04-03 |
1.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.573 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.55% |
| Volatility 6M: |
|
80.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
