DZ Bank Put 900 LLY 20.09.2024
/ DE000DQ079Q8
DZ Bank Put 900 LLY 20.09.2024/ DE000DQ079Q8 /
9/6/2024 4:34:36 PM |
Chg.+0.140 |
Bid4:43:59 PM |
Ask4:43:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
+18.67% |
0.930 Bid Size: 25,000 |
0.940 Ask Size: 25,000 |
ELI LILLY |
900.00 - |
9/20/2024 |
Put |
Master data
WKN: |
DQ079Q |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
900.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/5/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-108.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.81 |
Intrinsic value: |
7.85 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
7.85 |
Time value: |
-7.09 |
Break-even: |
892.40 |
Moneyness: |
1.10 |
Premium: |
-0.09 |
Premium p.a.: |
-0.91 |
Spread abs.: |
0.01 |
Spread %: |
1.33% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.770 |
High: |
0.910 |
Low: |
0.590 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+169.70% |
1 Month |
|
|
-45.73% |
3 Months |
|
|
-43.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.250 |
1M High / 1M Low: |
1.760 |
0.250 |
6M High / 6M Low: |
1.920 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.416 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.751 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.457 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
399.32% |
Volatility 6M: |
|
181.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |