DZ Bank Put 780 LLY 20.09.2024
/ DE000DQ0N6M1
DZ Bank Put 780 LLY 20.09.2024/ DE000DQ0N6M1 /
| 27/08/2024 16:04:39 |
Chg.+0.030 |
Bid21:58:19 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+37.50% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
780.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
DQ0N6M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
780.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
28/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-610.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-7.41 |
| Time value: |
0.14 |
| Break-even: |
778.60 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
6.85 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
-0.06 |
| Theta: |
-0.20 |
| Omega: |
-37.20 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.110 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-97.86% |
| 3 Months |
|
|
-95.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.150 |
0.080 |
| 6M High / 6M Low: |
8.250 |
0.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.623 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.20% |
| Volatility 6M: |
|
424.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
