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DZ Bank Put 16 IVU/D 20.12.2024/  DE000DJ4G5A8  /

Frankfurt Zert./DZB
2024-05-28  12:04:26 PM Chg.+0.070 Bid12:26:00 PM Ask12:26:00 PM Underlying Strike price Expiration date Option type
2.670EUR +2.69% 2.730
Bid Size: 4,000		 2.760
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: -5.46
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.30
Implied volatility: 0.48
Historic volatility: 0.32
Parity: 1.30
Time value: 1.39
Break-even: 13.31
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.09
Spread %: 3.46%
Delta: -0.50
Theta: 0.00
Omega: -2.72
Rho: -0.06
 

Quote data

Open: 2.600
High: 2.700
Low: 2.600
Previous Close: 2.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.65%
1 Month
  -4.98%
3 Months
  -27.05%
YTD
  -25.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.880 2.600
1M High / 1M Low: 3.040 2.560
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:   2.770
Avg. volume 1W:   0.000
Avg. price 1M:   2.842
Avg. volume 1M:   0.000
Avg. price 6M:   3.238
Avg. volume 6M:   58.065
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.58%
Volatility 6M:   74.51%
Volatility 1Y:   -
Volatility 3Y:   -