DZ Bank Call 800 LLY 20.06.2025/  DE000DQ0R358  /

EUWAX
2024-07-29  8:04:02 AM Chg.-0.13 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
2.77EUR -4.48% -
Bid Size: -
-
Ask Size: -
ELI LILLY 800.00 - 2025-06-20 Call
 

Master data

WKN: DQ0R35
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2025-06-20
Issue date: 2024-02-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 26.38
Leverage: Yes

Calculated values

Fair value: 6.37
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.28
Parity: -5.86
Time value: 2.81
Break-even: 828.10
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.36%
Delta: 0.41
Theta: -0.09
Omega: 10.69
Rho: 2.43
 

Quote data

Open: 2.77
High: 2.77
Low: 2.77
Previous Close: 2.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.62%
1 Month
  -21.97%
3 Months  
+17.87%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.28 2.90
1M High / 1M Low: 3.68 2.90
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.14
Avg. volume 1W:   0.00
Avg. price 1M:   3.44
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -