DZ Bank Call 800 LLY 21.03.2025
/ DE000DQ183R6
DZ Bank Call 800 LLY 21.03.2025/ DE000DQ183R6 /
| 11/12/2024 6:34:40 PM |
Chg.-0.230 |
Bid6:48:50 PM |
Ask6:48:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.620EUR |
-8.07% |
2.610
Bid Size: 25,000 |
2.620
Ask Size: 25,000 |
ELI LILLY |
800.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ183R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.27 |
| Parity: |
-1.93 |
| Time value: |
2.85 |
| Break-even: |
828.50 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.47 |
| Theta: |
-0.16 |
| Omega: |
12.90 |
| Rho: |
1.20 |
Quote data
| Open: |
2.830 |
| High: |
2.830 |
| Low: |
2.600 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.55% |
| 1 Month |
|
|
-28.61% |
| 3 Months |
|
|
-21.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.120 |
| 1M High / 1M Low: |
3.690 |
2.120 |
| 6M High / 6M Low: |
3.820 |
2.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.72% |
| Volatility 6M: |
|
80.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
