DZ Bank Call 690 LLY 21.06.2024
/ DE000DJ809C7
DZ Bank Call 690 LLY 21.06.2024/ DE000DJ809C7 /
| 07/06/2024 08:08:29 |
Chg.+0.36 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.78EUR |
+2.68% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
690.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
DJ809C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
690.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.00 |
| Intrinsic value: |
7.87 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.27 |
| Parity: |
7.87 |
| Time value: |
5.77 |
| Break-even: |
826.40 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
5.59 |
| Spread abs.: |
-0.05 |
| Spread %: |
-0.37% |
| Delta: |
0.69 |
| Theta: |
-3.07 |
| Omega: |
3.91 |
| Rho: |
0.15 |
Quote data
| Open: |
13.78 |
| High: |
13.78 |
| Low: |
13.78 |
| Previous Close: |
13.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.03% |
| 1 Month |
|
|
+77.58% |
| 3 Months |
|
|
+39.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.51 |
11.98 |
| 1M High / 1M Low: |
13.51 |
7.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
