DZ Bank Call 550 LLY 20.12.2024
/ DE000DQ1Y4T7
DZ Bank Call 550 LLY 20.12.2024/ DE000DQ1Y4T7 /
| 31/07/2024 16:04:24 |
Chg.+0.020 |
Bid16:23:20 |
Ask16:23:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.370EUR |
+0.46% |
4.380
Bid Size: 25,000 |
4.390
Ask Size: 25,000 |
ELI LILLY |
550.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DQ1Y4T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.02 |
| Intrinsic value: |
18.06 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
18.06 |
| Time value: |
-13.70 |
| Break-even: |
593.60 |
| Moneyness: |
1.33 |
| Premium: |
-0.19 |
| Premium p.a.: |
-0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.350 |
| High: |
4.370 |
| Low: |
4.350 |
| Previous Close: |
4.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.46% |
| 1 Month |
|
|
-4.59% |
| 3 Months |
|
|
+1.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.480 |
4.350 |
| 1M High / 1M Low: |
4.570 |
4.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
9.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
