DZ Bank Call 710 LLY 21.06.2024
/ DE000DJ809E3
DZ Bank Call 710 LLY 21.06.2024/ DE000DJ809E3 /
| 2024-06-07 8:08:29 AM |
Chg.+0.35 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.95EUR |
+3.02% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
710.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ809E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
710.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.08 |
| Intrinsic value: |
5.87 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.27 |
| Parity: |
5.87 |
| Time value: |
5.73 |
| Break-even: |
826.00 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
5.51 |
| Spread abs.: |
-0.26 |
| Spread %: |
-2.19% |
| Delta: |
0.67 |
| Theta: |
-2.86 |
| Omega: |
4.41 |
| Rho: |
0.15 |
Quote data
| Open: |
11.95 |
| High: |
11.95 |
| Low: |
11.95 |
| Previous Close: |
11.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.39% |
| 1 Month |
|
|
+62.14% |
| 3 Months |
|
|
+19.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.95 |
10.76 |
| 1M High / 1M Low: |
11.95 |
5.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
