DZ Bank Put 820 LLY 20.12.2024
/ DE000DQ0RX72
DZ Bank Put 820 LLY 20.12.2024/ DE000DQ0RX72 /
| 11/12/2024 8:04:46 AM |
Chg.-0.42 |
Bid6:41:13 PM |
Ask6:41:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
-13.46% |
3.49
Bid Size: 7,500 |
3.51
Ask Size: 7,500 |
ELI LILLY |
820.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
DQ0RX7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
820.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
3.93 |
| Time value: |
-1.26 |
| Break-even: |
793.30 |
| Moneyness: |
1.05 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.70 |
| High: |
2.70 |
| Low: |
2.70 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.25% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
-30.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.36 |
3.12 |
| 1M High / 1M Low: |
5.36 |
1.78 |
| 6M High / 6M Low: |
9.19 |
1.62 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.74% |
| Volatility 6M: |
|
263.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
