DZ Bank Knock-Out C3RY/ DE000DQ00E86 /
| 2024-06-03 1:31:18 PM | Chg.-0.01 | Bid2:40:56 PM | Ask2:40:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.07EUR | -0.93% | 0.99 Bid Size: 5,000 |
1.04 Ask Size: 5,000 |
CHERRY SE O.N. | 1.2998 EUR | 2078-12-31 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ00E8 |
| Currency: | EUR |
| Underlying: | CHERRY SE O.N. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 1.2998 EUR |
| Maturity: | Endless |
| Issue date: | 2024-02-28 |
| Last trading day: | 2078-12-31 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 1.98 |
| Knock-out: | 1.3683 |
| Knock-out violated on: | - |
| Distance to knock-out: | 0.8718 |
| Distance to knock-out %: | 39.09% |
| Distance to strike price: | 0.9311 |
| Distance to strike price %: | 41.75% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.07 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.13 |
| Spread %: | 12.62% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.07 |
|---|---|
| High: | 1.07 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.32% | ||
|---|---|---|---|
| 1 Month | -6.14% | ||
| 3 Months | +64.62% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.18 | 0.98 |
|---|---|---|
| 1M High / 1M Low: | 1.72 | 0.98 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.11 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.35 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
