DZ Bank Call 750 LLY 20.09.2024
/ DE000DQ0R3P7
DZ Bank Call 750 LLY 20.09.2024/ DE000DQ0R3P7 /
| 31/07/2024 21:34:51 |
Chg.+0.150 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.000EUR |
+5.26% |
3.070
Bid Size: 12,500 |
3.080
Ask Size: 12,500 |
ELI LILLY |
750.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DQ0R3P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-1.94 |
| Time value: |
2.84 |
| Break-even: |
778.40 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.45 |
| Theta: |
-0.37 |
| Omega: |
11.70 |
| Rho: |
0.42 |
Quote data
| Open: |
2.830 |
| High: |
3.080 |
| Low: |
2.830 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.67% |
| 1 Month |
|
|
-30.56% |
| 3 Months |
|
|
+5.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
2.850 |
| 1M High / 1M Low: |
4.440 |
2.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
