DZ Bank Knock-Out OEWA/ DE000DQ3C8R6 /
| 2024-06-20 9:04:39 AM | Chg.+0.01 | Bid6:24:45 PM | Ask6:24:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.91EUR | +0.34% | 2.85 Bid Size: 17,500 |
2.95 Ask Size: 17,500 |
VERBUND AG INH... | 104.6753 EUR | 2078-12-31 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ3C8R |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 104.6753 EUR |
| Maturity: | Endless |
| Issue date: | 2024-05-08 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -2.49 |
| Knock-out: | 99.7051 |
| Knock-out violated on: | - |
| Distance to knock-out: | -24.4051 |
| Distance to knock-out %: | -32.41% |
| Distance to strike price: | -29.3753 |
| Distance to strike price %: | -39.01% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.02 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.15 |
| Spread %: | 5.19% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.91 |
|---|---|
| High: | 2.91 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.11% | ||
|---|---|---|---|
| 1 Month | -9.63% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.09 | 2.85 |
|---|---|---|
| 1M High / 1M Low: | 3.22 | 2.74 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.96 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 2.97 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.86% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
