DZ Bank Knock-Out EVN/ DE000DQ0F9Y0 /
| 5/13/2024 9:17:30 AM | Chg.0.000 | Bid7:04:01 PM | Ask7:04:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.760EUR | 0.00% | 0.750 Bid Size: 17,500 |
0.820 Ask Size: 17,500 |
EVN AG | 21.7681 EUR | 12/31/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ0F9Y |
| Currency: | EUR |
| Underlying: | EVN AG |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 21.7681 EUR |
| Maturity: | Endless |
| Issue date: | 2/13/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 3.64 |
| Knock-out: | 22.8589 |
| Knock-out violated on: | - |
| Distance to knock-out: | 6.1911 |
| Distance to knock-out %: | 21.31% |
| Distance to strike price: | 7.2963 |
| Distance to strike price %: | 25.12% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.02 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.06 |
| Spread %: | 8.11% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.760 |
|---|---|
| High: | 0.760 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.57% | ||
|---|---|---|---|
| 1 Month | +100.00% | ||
| 3 Months | +300.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.760 | 0.700 |
|---|---|---|
| 1M High / 1M Low: | 0.760 | 0.390 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.734 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.623 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 73.24% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
