DZ Bank Knock-Out C3RY/ DE000DQ00E78 /
| 10/05/2024 21:34:47 | Chg.0.000 | Bid08:11:35 | Ask08:11:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.090EUR | 0.00% | 2.100 Bid Size: 1,750 |
2.220 Ask Size: 1,750 |
CHERRY SE O.N. | 0.9114 EUR | 31/12/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ00E7 |
| Currency: | EUR |
| Underlying: | CHERRY SE O.N. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 0.9114 EUR |
| Maturity: | Endless |
| Issue date: | 28/02/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 1.28 |
| Knock-out: | 0.9575 |
| Knock-out violated on: | - |
| Distance to knock-out: | 1.9425 |
| Distance to knock-out %: | 66.98% |
| Distance to strike price: | 1.9886 |
| Distance to strike price %: | 68.57% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.10 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.18 |
| Spread %: | 8.65% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.190 |
|---|---|
| High: | 2.210 |
| Low: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -2.34% | ||
|---|---|---|---|
| 1 Month | +81.74% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.140 | 1.960 |
|---|---|---|
| 1M High / 1M Low: | 2.140 | 1.030 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.050 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.467 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 197.53% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
