DZ Bank Call 800 LLY 19.12.2025
/ DE000DQ0R4E9
DZ Bank Call 800 LLY 19.12.2025/ DE000DQ0R4E9 /
| 12/11/2024 13:08:19 |
Chg.-0.070 |
Bid13:18:41 |
Ask13:18:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
-2.27% |
3.010
Bid Size: 12,500 |
3.020
Ask Size: 12,500 |
ELI LILLY |
800.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
DQ0R4E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.27 |
| Parity: |
-1.93 |
| Time value: |
3.05 |
| Break-even: |
830.50 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.56 |
| Theta: |
-0.07 |
| Omega: |
14.36 |
| Rho: |
4.49 |
Quote data
| Open: |
3.030 |
| High: |
3.030 |
| Low: |
2.920 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.44% |
| 1 Month |
|
|
-15.45% |
| 3 Months |
|
|
-10.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.080 |
2.690 |
| 1M High / 1M Low: |
3.580 |
2.690 |
| 6M High / 6M Low: |
3.700 |
2.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.341 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.31% |
| Volatility 6M: |
|
49.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
