DZ Bank Knock-Out UTDI/ DE000DJ73XQ5 /
| 18/06/2024 18:09:23 | Chg.-0.03 | Bid22:00:42 | Ask22:00:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.34EUR | -2.19% | - Bid Size: - |
- Ask Size: - |
UTD.INTERNET AG NA | 33.6107 EUR | 31/12/2078 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DJ73XQ |
| Currency: | EUR |
| Underlying: | UTD.INTERNET AG NA |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 33.6107 EUR |
| Maturity: | Endless |
| Issue date: | 03/01/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -1.43 |
| Knock-out: | 32.0149 |
| Knock-out violated on: | - |
| Distance to knock-out: | -12.1149 |
| Distance to knock-out %: | -60.88% |
| Distance to strike price: | -13.7107 |
| Distance to strike price %: | -68.90% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.03 |
| Spread %: | 2.21% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.36 |
|---|---|
| High: | 1.36 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.67% | ||
|---|---|---|---|
| 1 Month | +25.23% | ||
| 3 Months | +14.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.37 | 1.20 |
|---|---|---|
| 1M High / 1M Low: | 1.37 | 1.04 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.29 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.16 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.97% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
