DZ Bank Put 15 IVU 21.06.2024
/ DE000DJ4G477
DZ Bank Put 15 IVU 21.06.2024/ DE000DJ4G477 /
2024-05-13 9:34:37 PM |
Chg.+0.160 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
+13.01% |
1.380 Bid Size: 400 |
1.470 Ask Size: 400 |
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: |
-11.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.64 |
Historic volatility: |
0.32 |
Parity: |
0.25 |
Time value: |
1.09 |
Break-even: |
13.66 |
Moneyness: |
1.02 |
Premium: |
0.07 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.09 |
Spread %: |
7.20% |
Delta: |
-0.48 |
Theta: |
-0.01 |
Omega: |
-5.31 |
Rho: |
-0.01 |
Quote data
Open: |
1.260 |
High: |
1.390 |
Low: |
1.260 |
Previous Close: |
1.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.96% |
1 Month |
|
|
+9.45% |
3 Months |
|
|
-31.86% |
YTD |
|
|
-39.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.350 |
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: |
|
1.196 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.253 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.915 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.86% |
Volatility 6M: |
|
129.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |