DZ Bank Call 800 LLY 20.12.2024
/ DE000DQ0R3X1
DZ Bank Call 800 LLY 20.12.2024/ DE000DQ0R3X1 /
| 2024-07-30 9:34:55 PM |
Chg.-0.180 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
-7.23% |
2.300
Bid Size: 12,500 |
2.310
Ask Size: 12,500 |
ELI LILLY |
800.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0R3X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
29.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.28 |
| Parity: |
-5.34 |
| Time value: |
2.50 |
| Break-even: |
825.00 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.37 |
| Theta: |
-0.16 |
| Omega: |
11.16 |
| Rho: |
0.99 |
Quote data
| Open: |
2.490 |
| High: |
2.620 |
| Low: |
2.200 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.57% |
| 1 Month |
|
|
-37.06% |
| 3 Months |
|
|
-7.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.280 |
2.460 |
| 1M High / 1M Low: |
3.890 |
2.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
