DZ Bank Knock-Out EUR/CZK
/ DE000DV5QHR3
DZ Bank Knock-Out EUR/CZK/ DE000DV5QHR3 /
| 2024-11-01 9:03:11 PM |
Chg.-0.05 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.56EUR |
-0.37% |
-
Bid Size: - |
-
Ask Size: - |
- |
28.536 CZK |
2078-12-31 |
Put |
Master data
| Issuer: |
DZ Bank AG |
| WKN: |
DV5QHR |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
28.536 CZK |
| Maturity: |
Endless |
| Issue date: |
2022-03-24 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
- |
| Knock-out: |
28.536 |
| 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.: |
0.20 |
| Spread %: |
1.47% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
13.56 |
| High: |
13.65 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.16% |
| 1 Month |
|
|
-1.81% |
| 3 Months |
|
|
-5.31% |
| YTD |
|
|
-23.30% |
| 1 Year |
|
|
-29.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.61 |
13.37 |
| 1M High / 1M Low: |
14.19 |
13.37 |
| 6M High / 6M Low: |
18.08 |
13.37 |
| High (YTD): |
2024-01-08 |
18.71 |
| Low (YTD): |
2024-10-30 |
13.37 |
| 52W High: |
2023-11-28 |
20.09 |
| 52W Low: |
2024-10-30 |
13.37 |
| Avg. price 1W: |
|
13.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
15.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
15.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
26.15% |
| Volatility 6M: |
|
25.95% |
| Volatility 1Y: |
|
26.74% |
| Volatility 3Y: |
|
- |
