DZ Bank Knock-Out AVGO/ DE000DQ6E601 /
| 1/10/2025 6:36:41 PM | Chg.-0.46 | Bid7:24:03 PM | Ask7:24:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.35EUR | -5.22% | 8.53 Bid Size: 5,000 |
8.54 Ask Size: 5,000 |
Broadcom Inc | 137.1296 USD | 12/31/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ6E60 |
| Currency: | EUR |
| Underlying: | Broadcom Inc |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 137.1296 USD |
| Maturity: | Endless |
| Issue date: | 8/7/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 2.52 |
| Knock-out: | 137.1296 |
| Knock-out violated on: | - |
| Distance to knock-out: | 88.3592 |
| Distance to knock-out %: | 39.88% |
| Distance to strike price: | 88.3592 |
| Distance to strike price %: | 39.88% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.04 |
| Spread %: | 0.45% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 8.83 |
|---|---|
| High: | 8.83 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.34% | ||
|---|---|---|---|
| 1 Month | +159.32% | ||
| 3 Months | +80.35% | ||
| YTD | -15.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 9.50 | 8.81 |
|---|---|---|
| 1M High / 1M Low: | 10.66 | 3.22 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/6/2025 | 9.50 |
| Low (YTD): | 1/9/2025 | 8.81 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 9.05 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 8.28 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 401.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |