DZ Bank Put 780 LLY 20.09.2024
/ DE000DQ0N6M1
DZ Bank Put 780 LLY 20.09.2024/ DE000DQ0N6M1 /
| 05/07/2024 08:18:38 |
Chg.-0.10 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-8.93% |
-
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: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-109.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.27 |
| Parity: |
-6.37 |
| Time value: |
0.77 |
| Break-even: |
772.30 |
| Moneyness: |
0.92 |
| Premium: |
0.08 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
-0.17 |
| Theta: |
-0.12 |
| Omega: |
-18.73 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.60% |
| 1 Month |
|
|
-55.46% |
| 3 Months |
|
|
-83.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.75 |
| 1M High / 1M Low: |
2.29 |
0.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
