DZ Bank Knock-Out VOS/ DE000DQ1U0F8 /
| 01/11/2024 18:12:47 | Chg.- | Bid22:00:30 | Ask22:00:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.001EUR | - | - Bid Size: - |
- Ask Size: - |
VOSSLOH AG O.N. | 42.5646 - | 31/12/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ1U0F |
| Currency: | EUR |
| Underlying: | VOSSLOH AG O.N. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 42.5646 - |
| Maturity: | Endless |
| Issue date: | 22/03/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 25.26 |
| Knock-out: | 42.5646 |
| Knock-out violated on: | - |
| Distance to knock-out: | - |
| Distance to knock-out %: | - |
| Distance to strike price: | 0.3854 |
| Distance to strike price %: | 0.90% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.03 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.17 |
| Spread %: | 16,900.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.180 |
|---|---|
| High: | 0.180 |
| Low: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -99.55% | ||
|---|---|---|---|
| 1 Month | -99.85% | ||
| 3 Months | -99.83% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.220 | 0.001 |
|---|---|---|
| 1M High / 1M Low: | 0.680 | 0.001 |
| 6M High / 6M Low: | 0.910 | 0.001 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.110 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.526 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.607 | |
| Avg. volume 6M: | 310.078 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 395.95% | |
| Volatility 6M: | 222.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
