DZ Bank Call 700 LLY 20.09.2024
/ DE000DQ0R3N2
DZ Bank Call 700 LLY 20.09.2024/ DE000DQ0R3N2 /
| 2024-07-05 9:35:02 PM |
Chg.+0.050 |
Bid9:56:44 PM |
Ask9:56:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.500EUR |
+1.12% |
4.490
Bid Size: 12,500 |
4.500
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: |
18.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.12 |
| Intrinsic value: |
14.37 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
14.37 |
| Time value: |
-9.87 |
| Break-even: |
745.00 |
| Moneyness: |
1.21 |
| Premium: |
-0.12 |
| Premium p.a.: |
-0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.440 |
| High: |
4.500 |
| Low: |
4.430 |
| Previous Close: |
4.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.88% |
| 1 Month |
|
|
+8.17% |
| 3 Months |
|
|
+33.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.540 |
4.450 |
| 1M High / 1M Low: |
4.540 |
4.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
14.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
