DZ Bank Call 700 LLY 20.12.2024
/ DE000DQ0R3V5
DZ Bank Call 700 LLY 20.12.2024/ DE000DQ0R3V5 /
10/9/2024 6:05:00 PM |
Chg.+0.020 |
Bid6:10:45 PM |
Ask6:10:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.350EUR |
+0.46% |
4.340 Bid Size: 25,000 |
4.350 Ask Size: 25,000 |
ELI LILLY |
700.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DQ0R3V |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
19.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.95 |
Intrinsic value: |
13.25 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
13.25 |
Time value: |
-8.91 |
Break-even: |
743.40 |
Moneyness: |
1.19 |
Premium: |
-0.11 |
Premium p.a.: |
-0.44 |
Spread abs.: |
0.01 |
Spread %: |
0.23% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.320 |
High: |
4.350 |
Low: |
4.320 |
Previous Close: |
4.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.82% |
1 Month |
|
|
+3.82% |
3 Months |
|
|
+0.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.330 |
4.170 |
1M High / 1M Low: |
4.330 |
4.110 |
6M High / 6M Low: |
4.350 |
2.860 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.232 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.850 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
18.54% |
Volatility 6M: |
|
57.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |