DZ Bank Call 750 LLY 20.09.2024/  DE000DQ0R3P7  /

EUWAX
2024-07-29  8:04:02 AM Chg.-0.25 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
3.06EUR -7.55% -
Bid Size: -
-
Ask Size: -
ELI LILLY 750.00 - 2024-09-20 Call
 

Master data

WKN: DQ0R3P
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Call
Strike price: 750.00 -
Maturity: 2024-09-20
Issue date: 2024-02-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 23.76
Leverage: Yes

Calculated values

Fair value: 2.91
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.28
Parity: -0.86
Time value: 3.12
Break-even: 781.20
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 0.32%
Delta: 0.50
Theta: -0.35
Omega: 11.89
Rho: 0.49
 

Quote data

Open: 3.06
High: 3.06
Low: 3.06
Previous Close: 3.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.47%
1 Month
  -29.00%
3 Months  
+34.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.01 3.31
1M High / 1M Low: 4.45 3.31
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.75
Avg. volume 1W:   0.00
Avg. price 1M:   4.16
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -