DZ Bank Put 16 IVU/D 20.12.2024
/ DE000DJ4G5A8
DZ Bank Put 16 IVU/D 20.12.2024/ DE000DJ4G5A8 /
| 2024-06-07 10:34:52 AM |
Chg.-0.050 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
-1.74% |
2.820
Bid Size: 4,000 |
2.850
Ask Size: 4,000 |
IVU TRAFFIC TECHN.AG... |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4G5A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
1.90 |
| Time value: |
1.05 |
| Break-even: |
13.05 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
3.15% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-2.64 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.870 |
| High: |
2.870 |
| Low: |
2.760 |
| Previous Close: |
2.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.46% |
| 1 Month |
|
|
+0.71% |
| 3 Months |
|
|
-22.31% |
| YTD |
|
|
-21.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.910 |
2.530 |
| 1M High / 1M Low: |
3.040 |
2.480 |
| 6M High / 6M Low: |
3.970 |
2.350 |
| High (YTD): |
2024-01-31 |
3.970 |
| Low (YTD): |
2024-04-03 |
2.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.224 |
| Avg. volume 6M: |
|
57.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.26% |
| Volatility 6M: |
|
74.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
