DZ Bank Knock-Out MS51/ DE000DY051B9 /
| 23/01/2025 21:35:52 | Chg.+0.04 | Bid21:50:02 | Ask21:50:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.33EUR | +3.10% | 1.34 Bid Size: 5,000 |
1.36 Ask Size: 5,000 |
SUPER MICRO O.N. | 46.5009 - | 31/12/2078 | Put |
Master data
| Issuer: | DZ Bank AG |
|---|---|
| WKN: | DY051B |
| Currency: | EUR |
| Underlying: | SUPER MICRO O.N. |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 46.5009 - |
| Maturity: | Endless |
| Issue date: | 12/12/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | -2.48 |
| Knock-out: | 44.331 |
| Knock-out violated on: | - |
| Distance to knock-out: | -12.067 |
| Distance to knock-out %: | -37.40% |
| Distance to strike price: | -14.2369 |
| Distance to strike price %: | -44.13% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | -0.03 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.02 |
| Spread %: | 1.55% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.33 |
|---|---|
| High: | 1.38 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.07% | ||
|---|---|---|---|
| 1 Month | -8.28% | ||
| 3 Months | - | ||
| YTD | -11.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.60 | 1.29 |
|---|---|---|
| 1M High / 1M Low: | 1.66 | 1.08 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 02/01/2025 | 1.66 |
| Low (YTD): | 06/01/2025 | 1.08 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.49 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.46 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 150.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |