DZ Bank Put 660 LLY 21.06.2024
/ DE000DJ81CG3
DZ Bank Put 660 LLY 21.06.2024/ DE000DJ81CG3 /
| 2024-05-31 12:31:44 PM |
Chg.-0.011 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
-28.95% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
660.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ81CG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
660.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1,128.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-9.62 |
| Time value: |
0.07 |
| Break-even: |
659.33 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
8.02 |
| Spread abs.: |
0.03 |
| Spread %: |
81.08% |
| Delta: |
-0.03 |
| Theta: |
-0.09 |
| Omega: |
-33.65 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.027 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.30% |
| 1 Month |
|
|
-96.93% |
| 3 Months |
|
|
-97.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.025 |
| 1M High / 1M Low: |
0.440 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
