DZ Bank Knock-Out AIL/ DE000DQ6MZW9 /
| 09/01/2025 09:12:10 | Chg.- | Bid22:00:30 | Ask22:00:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.17EUR | - | - Bid Size: - |
- Ask Size: - |
AIR LIQUIDE INH. EO ... | 239.0963 EUR | 31/12/2078 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ6MZW |
| Currency: | EUR |
| Underlying: | AIR LIQUIDE INH. EO 5,50 |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 239.0963 EUR |
| Maturity: | Endless |
| Issue date: | 12/08/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -1.93 |
| Knock-out: | 227.7646 |
| Knock-out violated on: | - |
| Distance to knock-out: | -70.2646 |
| Distance to knock-out %: | -44.61% |
| Distance to strike price: | -81.5963 |
| Distance to strike price %: | -51.81% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.10 |
| Spread %: | 1.24% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 8.17 |
|---|---|
| High: | 8.17 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.97% | ||
|---|---|---|---|
| 1 Month | +4.74% | ||
| 3 Months | +16.55% | ||
| YTD | -2.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 8.42 | 8.04 |
|---|---|---|
| 1M High / 1M Low: | 8.53 | 7.80 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 03/01/2025 | 8.42 |
| Low (YTD): | 08/01/2025 | 8.04 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.24 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 8.19 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 21.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |