DZ Bank Knock-Out EVN/ DE000DY1E8W0 /
| 1/24/2025 9:08:57 AM | Chg.+0.040 | Bid9:58:30 AM | Ask9:58:30 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.430EUR | +10.26% | 0.420 Bid Size: 50,000 |
0.430 Ask Size: 50,000 |
EVN AG | 18.6384 - | 12/31/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DY1E8W |
| Currency: | EUR |
| Underlying: | EVN AG |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 18.6384 - |
| Maturity: | Endless |
| Issue date: | 12/19/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 4.69 |
| Knock-out: | 19.5381 |
| Knock-out violated on: | - |
| Distance to knock-out: | 2.9619 |
| Distance to knock-out %: | 13.16% |
| Distance to strike price: | 3.8616 |
| Distance to strike price %: | 17.16% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.04 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.09 |
| Spread %: | 23.08% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.430 |
|---|---|
| High: | 0.430 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +48.28% | ||
| 3 Months | - | ||
| YTD | +16.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.440 | 0.390 |
|---|---|---|
| 1M High / 1M Low: | 0.440 | 0.300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/22/2025 | 0.440 |
| Low (YTD): | 1/10/2025 | 0.310 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.428 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.379 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |