DZ Bank Put 780 LLY 20.09.2024
/ DE000DQ0N6M1
DZ Bank Put 780 LLY 20.09.2024/ DE000DQ0N6M1 /
| 6/27/2024 9:34:50 PM |
Chg.-0.080 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-8.08% |
0.880
Bid Size: 3,750 |
0.910
Ask Size: 3,750 |
ELI LILLY |
780.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
DQ0N6M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
780.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-84.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.27 |
| Parity: |
-6.39 |
| Time value: |
1.00 |
| Break-even: |
770.00 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
3.09% |
| Delta: |
-0.19 |
| Theta: |
-0.13 |
| Omega: |
-16.17 |
| Rho: |
-0.40 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.900 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-71.47% |
| 3 Months |
|
|
-84.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.970 |
| 1M High / 1M Low: |
3.560 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.992 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
