DZ Bank Call 700 LLY 20.09.2024/  DE000DQ0R3N2  /

Frankfurt Zert./DZB
2024-07-30  9:34:57 PM Chg.-0.240 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
3.620EUR -6.22% 3.610
Bid Size: 12,500
3.620
Ask Size: 12,500
ELI LILLY 700.00 - 2024-09-20 Call
 

Master data

WKN: DQ0R3N
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-09-20
Issue date: 2024-02-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 19.29
Leverage: Yes

Calculated values

Fair value: 6.17
Intrinsic value: 4.66
Implied volatility: -
Historic volatility: 0.28
Parity: 4.66
Time value: -0.79
Break-even: 738.70
Moneyness: 1.07
Premium: -0.01
Premium p.a.: -0.07
Spread abs.: 0.01
Spread %: 0.26%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.860
High: 3.980
Low: 3.490
Previous Close: 3.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.54%
1 Month
  -20.26%
3 Months  
+5.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.390 3.820
1M High / 1M Low: 4.540 3.820
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.050
Avg. volume 1W:   0.000
Avg. price 1M:   4.352
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -