DZ Bank Call 800 LLY 20.12.2024
/ DE000DQ0R3X1
DZ Bank Call 800 LLY 20.12.2024/ DE000DQ0R3X1 /
7/5/2024 9:35:01 PM |
Chg.+0.120 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.640EUR |
+3.41% |
3.640 Bid Size: 12,500 |
3.650 Ask Size: 12,500 |
ELI LILLY |
800.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DQ0R3X |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
23.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.17 |
Intrinsic value: |
4.37 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
4.37 |
Time value: |
-0.72 |
Break-even: |
836.50 |
Moneyness: |
1.05 |
Premium: |
-0.01 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.27% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.510 |
High: |
3.640 |
Low: |
3.480 |
Previous Close: |
3.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.82% |
1 Month |
|
|
+15.92% |
3 Months |
|
|
+45.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.690 |
3.490 |
1M High / 1M Low: |
3.690 |
3.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.491 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
36.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |