DZ Bank Put 16 IVU 20.06.2025
/ DE000DJ4G5D2
DZ Bank Put 16 IVU 20.06.2025/ DE000DJ4G5D2 /
2024-05-03 9:35:09 PM |
Chg.+0.100 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.440EUR |
+2.99% |
3.440 Bid Size: 400 |
3.530 Ask Size: 400 |
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: |
-4.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
1.35 |
Implied volatility: |
0.49 |
Historic volatility: |
0.32 |
Parity: |
1.35 |
Time value: |
2.07 |
Break-even: |
12.58 |
Moneyness: |
1.09 |
Premium: |
0.14 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.09 |
Spread %: |
2.70% |
Delta: |
-0.43 |
Theta: |
0.00 |
Omega: |
-1.84 |
Rho: |
-0.11 |
Quote data
Open: |
3.340 |
High: |
3.440 |
Low: |
3.340 |
Previous Close: |
3.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.69% |
1 Month |
|
|
+13.91% |
3 Months |
|
|
-16.50% |
YTD |
|
|
-14.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.450 |
3.340 |
1M High / 1M Low: |
3.490 |
3.010 |
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: |
|
3.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.256 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.707 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.99% |
Volatility 6M: |
|
59.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |