DZ Bank Knock-Out USDCHF/ DE000DJ90292 /
| 24/01/2025 08:22:00 | Chg.-0.17 | Bid10:16:53 | Ask10:16:53 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.42EUR | -2.58% | 6.21 Bid Size: 80,000 |
6.22 Ask Size: 80,000 |
CROSSRATE USD/CHF | 0.845 - | 31/12/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DJ9029 |
| Currency: | EUR |
| Underlying: | CROSSRATE USD/CHF |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 0.845 - |
| Maturity: | Endless |
| Issue date: | 02/10/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 1:100 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 13.71 |
| Knock-out: | 0.845 |
| Knock-out violated on: | - |
| Distance to knock-out: | 0.0621 |
| Distance to knock-out %: | 6.85% |
| Distance to strike price: | 0.0621 |
| Distance to strike price %: | 6.85% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.01 |
| Spread %: | 0.15% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 6.42 |
|---|---|
| High: | 6.42 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.17% | ||
|---|---|---|---|
| 1 Month | +12.04% | ||
| 3 Months | +181.58% | ||
| YTD | +4.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 7.48 | 6.50 |
|---|---|---|
| 1M High / 1M Low: | 7.90 | 6.09 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 13/01/2025 | 7.90 |
| Low (YTD): | 06/01/2025 | 6.34 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.73 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 6.92 | |
| Avg. volume 1M: | 18.89 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 110.90% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |