DZ Bank Call 830 LLY 19.09.2025
/ DE000DQ53QT0
DZ Bank Call 830 LLY 19.09.2025/ DE000DQ53QT0 /
| 10/8/2024 8:26:59 AM |
Chg.+0.59 |
Bid7:13:11 PM |
Ask7:13:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.76EUR |
+3.89% |
16.81
Bid Size: 7,500 |
16.82
Ask Size: 7,500 |
Eli Lilly and Co |
830.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
DQ53QT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
830.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.99 |
| Intrinsic value: |
6.23 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
6.23 |
| Time value: |
9.61 |
| Break-even: |
914.71 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
0.69 |
| Theta: |
-0.19 |
| Omega: |
3.55 |
| Rho: |
3.83 |
Quote data
| Open: |
15.76 |
| High: |
15.76 |
| Low: |
15.76 |
| Previous Close: |
15.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.20% |
| 1 Month |
|
|
-6.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.18 |
14.83 |
| 1M High / 1M Low: |
18.57 |
14.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
