DZ Bank Knock-Out SYV/ DE000DQ1WHF2 /
| 2024-08-16 12:35:15 PM | Chg.-0.040 | Bid9:58:37 PM | Ask2024-08-16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.840EUR | -1.03% | - Bid Size: - |
- Ask Size: - |
3 D SYS CORP. DL... | 6.7698 - | 2078-12-31 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ1WHF |
| Currency: | EUR |
| Underlying: | 3 D SYS CORP. DL-,001 |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 6.7698 - |
| Maturity: | Endless |
| Issue date: | 2024-03-25 |
| Last trading day: | 2024-08-16 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | -0.43 |
| Knock-out: | 6.4446 |
| Knock-out violated on: | - |
| Distance to knock-out: | -4.7667 |
| Distance to knock-out %: | -284.09% |
| Distance to strike price: | -5.0919 |
| Distance to strike price %: | -303.47% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | -0.65 |
| Premium p.a.: | -0.02 |
| Spread abs.: | 0.05 |
| Spread %: | 1.28% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.870 |
|---|---|
| High: | 3.880 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +2.40% | ||
| 3 Months | +59.34% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.050 | 3.750 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.906 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.77% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
