DZ Bank Put 15 IVU 21.06.2024/  DE000DJ4G477  /

Frankfurt Zert./DZB
2024-05-14  9:04:25 PM Chg.+0.120 Bid2024-05-14 Ask2024-05-14 Underlying Strike price Expiration date Option type
1.510EUR +8.63% 1.510
Bid Size: 1,000
1.590
Ask Size: 1,000
IVU TRAFFIC TECHN.AG... 15.00 EUR 2024-06-21 Put
 

Master data

WKN: DJ4G47
Issuer: DZ Bank AG
Currency: EUR
Underlying: IVU TRAFFIC TECHN.AG O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.76
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.65
Implied volatility: 0.61
Historic volatility: 0.32
Parity: 0.65
Time value: 0.82
Break-even: 13.53
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.71
Spread abs.: 0.09
Spread %: 6.52%
Delta: -0.54
Theta: -0.01
Omega: -5.29
Rho: -0.01
 

Quote data

Open: 1.380
High: 1.520
Low: 1.360
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.79%
1 Month  
+18.90%
3 Months
  -26.70%
YTD
  -33.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.080
1M High / 1M Low: 1.430 1.080
6M High / 6M Low: 2.650 0.960
High (YTD): 2024-01-31 2.650
Low (YTD): 2024-04-03 0.960
52W High: - -
52W Low: - -
Avg. price 1W:   1.204
Avg. volume 1W:   0.000
Avg. price 1M:   1.260
Avg. volume 1M:   0.000
Avg. price 6M:   1.912
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.08%
Volatility 6M:   129.87%
Volatility 1Y:   -
Volatility 3Y:   -