DZ Bank Knock-Out C3RY/ DE000DJ82U78 /
| 2024-04-30 9:34:50 PM | Chg.+0.150 | Bid9:58:09 PM | Ask9:58:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.550EUR | +10.71% | 1.540 Bid Size: 500 |
1.690 Ask Size: 500 |
CHERRY SE O.N. | 3.6581 EUR | 2078-12-31 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DJ82U7 |
| Currency: | EUR |
| Underlying: | CHERRY SE O.N. |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 3.6581 EUR |
| Maturity: | Endless |
| Issue date: | 2024-02-02 |
| Last trading day: | 2078-12-31 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -1.36 |
| Knock-out: | 3.4862 |
| Knock-out violated on: | - |
| Distance to knock-out: | -1.2362 |
| Distance to knock-out %: | -54.94% |
| Distance to strike price: | -1.4081 |
| Distance to strike price %: | -62.58% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.14 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.15 |
| Spread %: | 9.74% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.350 |
|---|---|
| High: | 1.550 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -14.84% | ||
|---|---|---|---|
| 1 Month | -27.91% | ||
| 3 Months | +12.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.820 | 1.370 |
|---|---|---|
| 1M High / 1M Low: | 2.140 | 1.370 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.592 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.827 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
