DZ Bank Put 16 IVU/D 20.06.2025
/ DE000DJ4G5D2
DZ Bank Put 16 IVU/D 20.06.2025/ DE000DJ4G5D2 /
2024-05-28 11:35:09 AM |
Chg.+0.060 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
3.260EUR |
+1.88% |
3.260 Bid Size: 4,000 |
3.290 Ask Size: 4,000 |
IVU TRAFFIC TECHN.AG... |
16.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ4G5D |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-28 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.30 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.48 |
Historic volatility: |
0.32 |
Parity: |
1.30 |
Time value: |
1.98 |
Break-even: |
12.72 |
Moneyness: |
1.09 |
Premium: |
0.13 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.09 |
Spread %: |
2.82% |
Delta: |
-0.44 |
Theta: |
0.00 |
Omega: |
-1.96 |
Rho: |
-0.10 |
Quote data
Open: |
3.190 |
High: |
3.280 |
Low: |
3.190 |
Previous Close: |
3.200 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.83% |
1 Month |
|
|
-2.69% |
3 Months |
|
|
-19.51% |
YTD |
|
|
-18.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.440 |
3.200 |
1M High / 1M Low: |
3.580 |
3.160 |
6M High / 6M Low: |
4.360 |
2.860 |
High (YTD): |
2024-01-31 |
4.360 |
Low (YTD): |
2024-03-28 |
2.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.398 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.693 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.55% |
Volatility 6M: |
|
58.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |