DZ Bank Knock-Out DIS/ DE000DQ0DF96 /
| 1/14/2025 3:12:39 PM | Chg.-0.030 | Bid9:59:25 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.310EUR | -1.28% | - Bid Size: - |
- Ask Size: - |
Walt Disney Co | 131.7986 - | 12/31/2078 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DQ0DF9 |
| Currency: | EUR |
| Underlying: | Walt Disney Co |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 131.7986 - |
| Maturity: | Endless |
| Issue date: | 2/9/2024 |
| Last trading day: | 1/15/2025 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | -4.55 |
| Knock-out: | 131.7986 |
| Knock-out violated on: | - |
| Distance to knock-out: | -27.4356 |
| Distance to knock-out %: | -26.29% |
| Distance to strike price: | -27.4356 |
| Distance to strike price %: | -26.29% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | -0.04 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.280 |
|---|---|
| High: | 2.320 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +18.46% | ||
| 3 Months | -30.63% | ||
| YTD | +16.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.340 | 1.950 |
| 6M High / 6M Low: | 4.220 | 1.420 |
| High (YTD): | 1/13/2025 | 2.340 |
| Low (YTD): | 1/7/2025 | 1.960 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.087 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.015 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 48.30% | |
| Volatility 6M: | 75.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |