DZ Bank Call 800 LLY 20.09.2024
/ DE000DQ0R3Q5
DZ Bank Call 800 LLY 20.09.2024/ DE000DQ0R3Q5 /
| 17/07/2024 18:35:10 |
Chg.-0.240 |
Bid18:44:30 |
Ask18:44:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.910EUR |
-5.78% |
3.880
Bid Size: 25,000 |
3.890
Ask Size: 25,000 |
ELI LILLY |
800.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DQ0R3Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.08 |
| Intrinsic value: |
6.37 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
6.37 |
| Time value: |
-2.23 |
| Break-even: |
841.40 |
| Moneyness: |
1.08 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.090 |
| High: |
4.090 |
| Low: |
3.820 |
| Previous Close: |
4.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
+8.31% |
| 3 Months |
|
|
+99.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.220 |
4.070 |
| 1M High / 1M Low: |
4.220 |
3.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
