DZ Bank Call 640 LLY 21.06.2024
/ DE000DJ80871
DZ Bank Call 640 LLY 21.06.2024/ DE000DJ80871 /
| 2024-06-07 8:08:30 AM |
Chg.+0.37 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.37EUR |
+2.06% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
640.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ8087 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.78 |
| Intrinsic value: |
14.69 |
| Implied volatility: |
1.72 |
| Historic volatility: |
0.27 |
| Parity: |
14.69 |
| Time value: |
3.68 |
| Break-even: |
823.70 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
-1.32 |
| Spread %: |
-6.70% |
| Delta: |
0.79 |
| Theta: |
-2.88 |
| Omega: |
3.38 |
| Rho: |
0.16 |
Quote data
| Open: |
18.37 |
| High: |
18.37 |
| Low: |
18.37 |
| Previous Close: |
18.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.00% |
| 1 Month |
|
|
+38.22% |
| 3 Months |
|
|
+22.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.37 |
17.15 |
| 1M High / 1M Low: |
18.37 |
11.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
17.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
