DZ Bank Knock-Out EUR/NZD
/ DE000DV58070
DZ Bank Knock-Out EUR/NZD/ DE000DV58070 /
| 6/11/2024 9:04:27 PM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
1.7488 - |
12/31/2078 |
Call |
Master data
| Issuer: |
DZ Bank AG |
| WKN: |
DV5807 |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
1.7488 - |
| Maturity: |
Endless |
| Issue date: |
12/16/2022 |
| Last trading day: |
6/11/2024 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
- |
| Knock-out: |
1.7488 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
- |
| Distance to knock-out %: |
- |
| Distance to strike price: |
- |
| Distance to strike price %: |
- |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
- |
| Premium p.a.: |
- |
| Spread abs.: |
0.12 |
| Spread %: |
11,900.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.560 |
| High: |
0.590 |
| Low: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-99.83% |
| 1 Month |
|
|
-99.94% |
| 3 Months |
|
|
-99.97% |
| YTD |
|
|
-99.95% |
| 1 Year |
|
|
-99.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.001 |
| 1M High / 1M Low: |
2.130 |
0.001 |
| 6M High / 6M Low: |
4.070 |
0.001 |
| High (YTD): |
3/25/2024 |
4.070 |
| Low (YTD): |
6/11/2024 |
0.001 |
| 52W High: |
8/21/2023 |
8.190 |
| 52W Low: |
6/11/2024 |
0.001 |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.595 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.114 |
| Avg. volume 1Y: |
|
1.195 |
| Volatility 1M: |
|
710.69% |
| Volatility 6M: |
|
327.57% |
| Volatility 1Y: |
|
252.51% |
| Volatility 3Y: |
|
- |
