DZ Bank Knock-Out FYB/ DE000DY0PPW6 /
| 1/24/2025 8:31:03 AM | Chg.+0.010 | Bid5:36:04 PM | Ask5:36:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.870EUR | +1.16% | 0.870 Bid Size: 3,500 |
1.120 Ask Size: 3,500 |
FORMYCON AG | 45.768 - | 12/31/2078 | Call |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DY0PPW |
| Currency: | EUR |
| Underlying: | FORMYCON AG |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 45.768 - |
| Maturity: | Endless |
| Issue date: | 12/2/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 4.75 |
| Knock-out: | 47.9772 |
| Knock-out violated on: | - |
| Distance to knock-out: | 6.6228 |
| Distance to knock-out %: | 12.13% |
| Distance to strike price: | 8.832 |
| Distance to strike price %: | 16.18% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.05 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.30 |
| Spread %: | 35.29% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.870 |
|---|---|
| High: | 0.870 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.01% | ||
|---|---|---|---|
| 1 Month | +45.00% | ||
| 3 Months | - | ||
| YTD | +35.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.160 | 0.820 |
|---|---|---|
| 1M High / 1M Low: | 1.780 | 0.640 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/13/2025 | 1.780 |
| Low (YTD): | 1/2/2025 | 0.660 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.004 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.099 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 278.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |