DZ Bank Call 800 LLY 20.12.2024
/ DE000DQ0R3X1
DZ Bank Call 800 LLY 20.12.2024/ DE000DQ0R3X1 /
| 10/8/2024 8:04:46 AM |
Chg.+0.09 |
Bid7:33:41 PM |
Ask7:33:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.53EUR |
+2.62% |
3.70
Bid Size: 25,000 |
3.71
Ask Size: 25,000 |
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: |
23.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.15 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.27 |
| Parity: |
1.86 |
| Time value: |
1.69 |
| Break-even: |
835.50 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.68 |
| Theta: |
-0.18 |
| Omega: |
15.74 |
| Rho: |
1.05 |
Quote data
| Open: |
3.53 |
| High: |
3.53 |
| Low: |
3.53 |
| Previous Close: |
3.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.52% |
| 1 Month |
|
|
-0.84% |
| 3 Months |
|
|
-3.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
3.33 |
| 1M High / 1M Low: |
3.80 |
3.27 |
| 6M High / 6M Low: |
3.97 |
1.97 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.53% |
| Volatility 6M: |
|
93.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
