DZ Bank Knock-Out EUR/CZK
/ DE000DW0H6W6
DZ Bank Knock-Out EUR/CZK/ DE000DW0H6W6 /
| 2024-11-01 9:03:43 PM |
Chg.+0.04 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.17EUR |
+0.28% |
-
Bid Size: - |
-
Ask Size: - |
- |
21.978 CZK |
2078-12-31 |
Call |
Master data
| Issuer: |
DZ Bank AG |
| WKN: |
DW0H6W |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
21.978 CZK |
| Maturity: |
Endless |
| Issue date: |
2023-03-30 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
- |
| Knock-out: |
21.978 |
| 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 %: |
1.41% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
14.14 |
| High: |
14.21 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.78% |
| 1 Month |
|
|
-1.25% |
| 3 Months |
|
|
-4.58% |
| YTD |
|
|
-7.51% |
| 1 Year |
|
|
-7.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.34 |
14.13 |
| 1M High / 1M Low: |
14.50 |
13.79 |
| 6M High / 6M Low: |
15.33 |
12.71 |
| High (YTD): |
2024-02-19 |
17.18 |
| Low (YTD): |
2024-06-06 |
12.71 |
| 52W High: |
2024-02-19 |
17.18 |
| 52W Low: |
2024-06-06 |
12.71 |
| Avg. price 1W: |
|
14.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
14.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
14.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
18.50% |
| Volatility 6M: |
|
21.66% |
| Volatility 1Y: |
|
21.92% |
| Volatility 3Y: |
|
- |
