DZ Bank Call 650 LLY 20.12.2024
/ DE000DQ0R3U7
DZ Bank Call 650 LLY 20.12.2024/ DE000DQ0R3U7 /
| 2024-07-05 9:34:42 PM |
Chg.+0.030 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.420EUR |
+0.68% |
4.420
Bid Size: 12,500 |
4.430
Ask Size: 12,500 |
ELI LILLY |
650.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0R3U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
19.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.81 |
| Intrinsic value: |
19.37 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
19.37 |
| Time value: |
-14.94 |
| Break-even: |
694.30 |
| Moneyness: |
1.30 |
| Premium: |
-0.18 |
| Premium p.a.: |
-0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.380 |
| High: |
4.420 |
| Low: |
4.370 |
| Previous Close: |
4.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
+4.99% |
| 3 Months |
|
|
+20.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.470 |
4.390 |
| 1M High / 1M Low: |
4.470 |
4.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
11.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
