DZ Bank Knock-Out SCHW/ DE000DJ8SVY6 /
| 26/06/2024 21:37:54 | Chg.-0.03 | Bid22:00:42 | Ask22:00:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.35EUR | -2.17% | - Bid Size: - |
- Ask Size: - |
Charles Schwab Corpo... | 59.5335 USD | 31/12/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DJ8SVY |
| Currency: | EUR |
| Underlying: | Charles Schwab Corporation |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 59.5335 USD |
| Maturity: | Endless |
| Issue date: | 23/01/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 4.89 |
| Knock-out: | 62.2946 |
| Knock-out violated on: | - |
| Distance to knock-out: | 7.1952 |
| Distance to knock-out %: | 11.01% |
| Distance to strike price: | 9.7878 |
| Distance to strike price %: | 14.97% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.02 |
| Spread %: | 1.44% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.39 |
|---|---|
| High: | 1.39 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.65% | ||
|---|---|---|---|
| 1 Month | +6.30% | ||
| 3 Months | +10.66% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.48 | 1.28 |
|---|---|---|
| 1M High / 1M Low: | 1.48 | 1.12 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.36 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.31 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
