DZ Bank Put 15 IVU 21.06.2024
/ DE000DJ4G477
DZ Bank Put 15 IVU 21.06.2024/ DE000DJ4G477 /
| 2024-05-13 8:22:08 AM |
Chg.- |
Bid8:10:03 AM |
Ask8:10:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
- |
1.38
Bid Size: 1,400 |
1.46
Ask Size: 1,400 |
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: |
1.10 |
| High: |
1.26 |
| Low: |
1.10 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-46.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.10 |
| 1M High / 1M Low: |
1.43 |
1.10 |
| 6M High / 6M Low: |
2.72 |
0.95 |
| High (YTD): |
2024-01-31 |
2.72 |
| Low (YTD): |
2024-04-04 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.84% |
| Volatility 6M: |
|
130.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
