DZ Bank Knock-Out OMV/ DE000DQ38XX9 /
| 7/10/2024 1:34:41 PM | Chg.-0.020 | Bid1:35:30 PM | Ask1:35:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.620EUR | -1.22% | 1.630 Bid Size: 40,000 |
1.640 Ask Size: 40,000 |
OMV AG | 23.45 EUR | 12/31/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ38XX |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 23.45 EUR |
| Maturity: | Endless |
| Issue date: | 6/7/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 2.37 |
| Knock-out: | 24.6363 |
| Knock-out violated on: | - |
| Distance to knock-out: | 15.1037 |
| Distance to knock-out %: | 38.01% |
| Distance to strike price: | 16.29 |
| Distance to strike price %: | 40.99% |
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 %: | 1.82% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.620 |
|---|---|
| High: | 1.630 |
| Low: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -9.50% | ||
|---|---|---|---|
| 1 Month | -10.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.850 | 1.640 |
|---|---|---|
| 1M High / 1M Low: | 1.850 | 1.580 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.764 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.699 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 47.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
