DZ Bank Knock-Out EUR/AUD
/ DE000DV50960
DZ Bank Knock-Out EUR/AUD/ DE000DV50960 /
| 2024-08-30 8:08:02 AM |
Chg.-0.14 |
Bid8:34:02 AM |
Ask8:34:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.95EUR |
-3.42% |
3.99
Bid Size: 30,000 |
4.00
Ask Size: 30,000 |
- |
1.5644 AUD |
2078-12-31 |
Call |
Master data
| Issuer: |
DZ Bank AG |
| WKN: |
DV5096 |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
1.5644 AUD |
| Maturity: |
Endless |
| Issue date: |
2022-09-01 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
- |
| Knock-out: |
1.5644 |
| 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.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.95 |
| High: |
3.95 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.04% |
| 1 Month |
|
|
-32.01% |
| 3 Months |
|
|
-26.03% |
| YTD |
|
|
-34.39% |
| 1 Year |
|
|
-60.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.20 |
4.09 |
| 1M High / 1M Low: |
7.68 |
4.09 |
| 6M High / 6M Low: |
7.85 |
3.17 |
| High (YTD): |
2024-03-05 |
7.85 |
| Low (YTD): |
2024-07-09 |
3.17 |
| 52W High: |
2023-08-30 |
9.88 |
| 52W Low: |
2024-07-09 |
3.17 |
| Avg. price 1W: |
|
4.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
122.57% |
| Volatility 6M: |
|
91.94% |
| Volatility 1Y: |
|
86.21% |
| Volatility 3Y: |
|
- |
