DZ Bank Call 800 LLY 21.06.2024
/ DE000DJ809K0
DZ Bank Call 800 LLY 21.06.2024/ DE000DJ809K0 /
| 2024-05-31 3:34:02 PM |
Chg.+0.63 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+25.30% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
800.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ809K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.27 |
| Parity: |
-4.38 |
| Time value: |
3.38 |
| Break-even: |
833.80 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
4.95 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.41 |
| Theta: |
-1.26 |
| Omega: |
9.08 |
| Rho: |
0.15 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
2.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.31% |
| 1 Month |
|
|
+92.59% |
| 3 Months |
|
|
-11.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.49 |
| 1M High / 1M Low: |
3.12 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
495.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
