DZ Bank Knock-Out ESF0/ DE000DQ50ZN0 /
| 12/11/2024 15:50:43 | Chg.+0.09 | Bid22:00:31 | Ask22:00:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.94EUR | +3.16% | - Bid Size: - |
- Ask Size: - |
EUROFINS SCI.INH.EO ... | 74.5279 EUR | 31/12/2078 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ50ZN |
| Currency: | EUR |
| Underlying: | EUROFINS SCI.INH.EO 0,01 |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 74.5279 EUR |
| Maturity: | Endless |
| Issue date: | 26/07/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -1.61 |
| Knock-out: | 70.9974 |
| Knock-out violated on: | - |
| Distance to knock-out: | -24.8574 |
| Distance to knock-out %: | -53.87% |
| Distance to strike price: | -28.3879 |
| Distance to strike price %: | -61.53% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.03 |
| Spread %: | 1.06% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.94 |
|---|---|
| High: | 2.94 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.03% | ||
|---|---|---|---|
| 1 Month | +46.27% | ||
| 3 Months | +31.84% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.95 | 2.85 |
|---|---|---|
| 1M High / 1M Low: | 3.01 | 1.88 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.90 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 2.60 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 183.19% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
