DZ Bank Put 16 IVU 20.12.2024
/ DE000DJ4G5A8
DZ Bank Put 16 IVU 20.12.2024/ DE000DJ4G5A8 /
5/14/2024 9:34:46 PM |
Chg.+0.120 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.020EUR |
+4.14% |
3.010 Bid Size: 400 |
3.100 Ask Size: 400 |
IVU TRAFFIC TECHN.AG... |
16.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
7/28/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.22 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.50 |
Historic volatility: |
0.32 |
Parity: |
1.65 |
Time value: |
1.34 |
Break-even: |
13.01 |
Moneyness: |
1.11 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.09 |
Spread %: |
3.10% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-2.46 |
Rho: |
-0.06 |
Quote data
Open: |
2.900 |
High: |
3.030 |
Low: |
2.880 |
Previous Close: |
2.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.86% |
1 Month |
|
|
+11.03% |
3 Months |
|
|
-11.44% |
YTD |
|
|
-15.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.900 |
2.560 |
1M High / 1M Low: |
2.960 |
2.560 |
6M High / 6M Low: |
3.970 |
2.350 |
High (YTD): |
1/31/2024 |
3.970 |
Low (YTD): |
4/3/2024 |
2.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.781 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.256 |
Avg. volume 6M: |
|
58.065 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.31% |
Volatility 6M: |
|
73.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |