DZ Bank Knock-Out AT1/ DE000DQ0CXA4 /
| 1/24/2025 8:23:20 AM | Chg.+0.11 | Bid10:00:29 PM | Ask10:00:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.69EUR | +6.96% | - Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 | 1.086 - | 12/31/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ0CXA |
| Currency: | EUR |
| Underlying: | AROUNDTOWN EO-,01 |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 1.086 - |
| Maturity: | Endless |
| Issue date: | 2/9/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 1.22 |
| Knock-out: | 1.138 |
| Knock-out violated on: | - |
| Distance to knock-out: | 0.879 |
| Distance to knock-out %: | 43.58% |
| Distance to strike price: | 0.931 |
| Distance to strike price %: | 46.16% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.34 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.12 |
| Spread %: | 7.55% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.69 |
|---|---|
| High: | 1.69 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.97% | ||
|---|---|---|---|
| 1 Month | -7.65% | ||
| 3 Months | -10.11% | ||
| YTD | -7.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.69 | 1.58 |
|---|---|---|
| 1M High / 1M Low: | 1.86 | 1.41 |
| 6M High / 6M Low: | 2.13 | 0.87 |
| High (YTD): | 1/2/2025 | 1.86 |
| Low (YTD): | 1/15/2025 | 1.41 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.64 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.62 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 1.61 | |
| Avg. volume 6M: | 519.69 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.61% | |
| Volatility 6M: | 74.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |