DZ Bank Call 800 LLY 21.03.2025
/ DE000DQ183R6
DZ Bank Call 800 LLY 21.03.2025/ DE000DQ183R6 /
| 2024-07-31 8:07:32 AM |
Chg.-0.17 |
Bid8:35:58 AM |
Ask8:35:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
-6.25% |
2.57
Bid Size: 6,250 |
2.59
Ask Size: 6,250 |
ELI LILLY |
800.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DQ183R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
28.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.28 |
| Parity: |
-6.94 |
| Time value: |
2.58 |
| Break-even: |
825.80 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.36 |
| Theta: |
-0.12 |
| Omega: |
10.22 |
| Rho: |
1.52 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.49% |
| 1 Month |
|
|
-28.97% |
| 3 Months |
|
|
+10.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.67 |
| 1M High / 1M Low: |
3.79 |
2.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
