DZ Bank Knock-Out DUE/ DE000DQ3GVY3 /
| 2024-07-30 6:14:03 PM | Chg.-0.02 | Bid7:59:04 PM | Ask7:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.63EUR | -1.21% | 1.63 Bid Size: 12,500 |
1.68 Ask Size: 12,500 |
DUERR AG O.N. | 36.7047 EUR | 2078-12-31 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ3GVY |
| Currency: | EUR |
| Underlying: | DUERR AG O.N. |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 36.7047 EUR |
| Maturity: | Endless |
| Issue date: | 2024-05-13 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -1.18 |
| Knock-out: | 34.9681 |
| Knock-out violated on: | - |
| Distance to knock-out: | -14.8481 |
| Distance to knock-out %: | -73.80% |
| Distance to strike price: | -16.5847 |
| Distance to strike price %: | -82.43% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.03 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.06 |
| Spread %: | 3.64% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.65 |
|---|---|
| High: | 1.65 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.88% | ||
|---|---|---|---|
| 1 Month | -4.12% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.65 | 1.60 |
|---|---|---|
| 1M High / 1M Low: | 1.69 | 1.56 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.64 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.62 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 26.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
