DZ Bank Knock-Out EVN/ DE000DQ0F916 /
| 24/05/2024 21:34:53 | Chg.0.000 | Bid21:58:07 | Ask21:58:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.590EUR | 0.00% | 0.590 Bid Size: 5,000 |
0.650 Ask Size: 5,000 |
EVN AG | 34.7527 EUR | 31/12/2078 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ0F91 |
| Currency: | EUR |
| Underlying: | EVN AG |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 34.7527 EUR |
| Maturity: | Endless |
| Issue date: | 13/02/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -4.46 |
| Knock-out: | 33.0994 |
| Knock-out violated on: | - |
| Distance to knock-out: | -4.1994 |
| Distance to knock-out %: | -14.53% |
| Distance to strike price: | -5.8527 |
| Distance to strike price %: | -20.25% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.03 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.06 |
| Spread %: | 10.17% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.630 |
|---|---|
| High: | 0.630 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -11.94% | ||
| 3 Months | -49.57% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.600 | 0.590 |
|---|---|---|
| 1M High / 1M Low: | 0.670 | 0.560 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.596 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.601 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 44.01% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
