DZ Bank Knock-Out C3RY/ DE000DJ8WCA8 /
| 2024-05-31 5:04:32 PM | Chg.-0.080 | Bid5:37:22 PM | Ask5:37:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.860EUR | -2.72% | - Bid Size: - |
- Ask Size: - |
CHERRY SE O.N. | 5.0444 EUR | 2078-12-31 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DJ8WCA |
| Currency: | EUR |
| Underlying: | CHERRY SE O.N. |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 5.0444 EUR |
| Maturity: | Endless |
| Issue date: | 2024-01-26 |
| Last trading day: | 2078-12-31 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -0.78 |
| Knock-out: | 4.8068 |
| Knock-out violated on: | - |
| Distance to knock-out: | -2.5768 |
| Distance to knock-out %: | -115.55% |
| Distance to strike price: | -2.8144 |
| Distance to strike price %: | -126.21% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.09 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.13 |
| Spread %: | 4.59% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.950 |
|---|---|
| High: | 2.950 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +2.14% | ||
|---|---|---|---|
| 1 Month | -2.72% | ||
| 3 Months | -13.60% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.940 | 2.710 |
|---|---|---|
| 1M High / 1M Low: | 2.940 | 2.090 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.818 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.539 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.01% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
