DZ Bank Call 660 LLY 21.06.2024
/ DE000DJ80897
DZ Bank Call 660 LLY 21.06.2024/ DE000DJ80897 /
| 6/7/2024 8:08:30 AM |
Chg.+0.36 |
Bid6:21:40 PM |
Ask6:21:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.53EUR |
+2.23% |
18.02
Bid Size: 7,500 |
-
Ask Size: - |
ELI LILLY |
660.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DJ8089 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.97 |
| Intrinsic value: |
10.87 |
| Implied volatility: |
1.75 |
| Historic volatility: |
0.27 |
| Parity: |
10.87 |
| Time value: |
5.30 |
| Break-even: |
821.70 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
4.68 |
| Spread abs.: |
-0.27 |
| Spread %: |
-1.64% |
| Delta: |
0.73 |
| Theta: |
-3.15 |
| Omega: |
3.48 |
| Rho: |
0.15 |
Quote data
| Open: |
16.53 |
| High: |
16.53 |
| Low: |
16.53 |
| Previous Close: |
16.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.30% |
| 1 Month |
|
|
+60.95% |
| 3 Months |
|
|
+37.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.26 |
14.72 |
| 1M High / 1M Low: |
16.26 |
9.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
