DZ Bank Knock-Out EUR/NZD
/ DE000DJ9B873
DZ Bank Knock-Out EUR/NZD/ DE000DJ9B873 /
| 2024-05-31 9:04:55 AM |
Chg.+0.180 |
Bid9:17:51 AM |
Ask9:17:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.940EUR |
+0.91% |
19.920
Bid Size: 70,000 |
19.940
Ask Size: 70,000 |
- |
2.1198 NZD |
2078-12-31 |
Put |
Master data
| Issuer: |
DZ Bank AG |
| WKN: |
DJ9B87 |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
2.1198 NZD |
| Maturity: |
Endless |
| Issue date: |
2023-11-30 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
- |
| Knock-out: |
2.1198 |
| 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.: |
0.02 |
| Spread %: |
0.10% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
20.150 |
| High: |
20.150 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.42% |
| 1 Month |
|
|
+15.66% |
| 3 Months |
|
|
+0.30% |
| YTD |
|
|
-8.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
20.090 |
19.660 |
| 1M High / 1M Low: |
20.090 |
17.240 |
| 6M High / 6M Low: |
22.190 |
17.240 |
| High (YTD): |
2024-01-03 |
22.070 |
| Low (YTD): |
2024-04-30 |
17.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
19.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
19.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
19.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.00% |
| Volatility 6M: |
|
34.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
