DZ Bank Knock-Out EUR/HUF
/ DE000DW0FJJ9
DZ Bank Knock-Out EUR/HUF/ DE000DW0FJJ9 /
| 2024-05-22 9:02:43 PM |
Chg.-0.54 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 24.32EUR |
-2.17% |
-
Bid Size: - |
-
Ask Size: - |
- |
478.26 HUF |
2078-12-31 |
Put |
Master data
| Issuer: |
DZ Bank AG |
| WKN: |
DW0FJJ |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
478.26 HUF |
| Maturity: |
Endless |
| Issue date: |
2023-02-24 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
- |
| Knock-out: |
478.26 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
- |
| Distance to knock-out %: |
- |
| Distance to strike price: |
- |
| Distance to strike price %: |
- |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
- |
| Premium p.a.: |
- |
| Spread abs.: |
0.25 |
| Spread %: |
1.01% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
24.88 |
| High: |
24.88 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.01% |
| 1 Month |
|
|
+10.60% |
| 3 Months |
|
|
+2.96% |
| YTD |
|
|
-1.50% |
| 1 Year |
|
|
+12.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.86 |
24.39 |
| 1M High / 1M Low: |
24.86 |
21.99 |
| 6M High / 6M Low: |
26.42 |
20.31 |
| High (YTD): |
2024-01-08 |
26.42 |
| Low (YTD): |
2024-03-12 |
20.31 |
| 52W High: |
2024-01-08 |
26.42 |
| 52W Low: |
2023-08-03 |
18.17 |
| Avg. price 1W: |
|
24.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
23.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
23.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
23.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
14.08% |
| Volatility 6M: |
|
31.00% |
| Volatility 1Y: |
|
37.93% |
| Volatility 3Y: |
|
- |
