DZ Bank Knock-Out AT1/ DE000DQ6EQ70 /
| 1/24/2025 8:13:37 AM | Chg.+0.110 | Bid10:00:30 PM | Ask10:00:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.830EUR | +15.28% | - Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 | 1.941 - | 12/31/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ6EQ7 |
| Currency: | EUR |
| Underlying: | AROUNDTOWN EO-,01 |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 1.941 - |
| Maturity: | Endless |
| Issue date: | 8/7/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 2.36 |
| Knock-out: | 1.941 |
| Knock-out violated on: | - |
| Distance to knock-out: | 0.076 |
| Distance to knock-out %: | 3.77% |
| Distance to strike price: | 0.076 |
| Distance to strike price %: | 3.77% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.36 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.12 |
| Spread %: | 15.79% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.830 |
|---|---|
| High: | 0.830 |
| Low: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.16% | ||
|---|---|---|---|
| 1 Month | -14.43% | ||
| 3 Months | -19.42% | ||
| YTD | -12.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.790 | 0.720 |
|---|---|---|
| 1M High / 1M Low: | 1.000 | 0.530 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/2/2025 | 1.000 |
| Low (YTD): | 1/15/2025 | 0.530 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.762 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.759 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |