DZ Bank Call 780 LLY 21.06.2024
/ DE000DJ809J2
DZ Bank Call 780 LLY 21.06.2024/ DE000DJ809J2 /
| 2024-06-07 8:08:29 AM |
Chg.+0.25 |
Bid8:53:09 PM |
Ask8:53:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.69EUR |
+4.60% |
7.01
Bid Size: 7,500 |
7.03
Ask Size: 7,500 |
ELI LILLY |
780.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ809J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
780.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.27 |
| Parity: |
-1.13 |
| Time value: |
5.61 |
| Break-even: |
836.10 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
7.94 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.51 |
| Theta: |
-2.20 |
| Omega: |
7.03 |
| Rho: |
0.13 |
Quote data
| Open: |
5.69 |
| High: |
5.69 |
| Low: |
5.69 |
| Previous Close: |
5.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.32% |
| 1 Month |
|
|
+157.47% |
| 3 Months |
|
|
+15.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.50 |
4.40 |
| 1M High / 1M Low: |
5.50 |
1.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
