DZ Bank Put 900 LLY 20.12.2024
/ DE000DQ079R6
DZ Bank Put 900 LLY 20.12.2024/ DE000DQ079R6 /
| 2024-09-25 10:04:22 AM |
Chg.-0.010 |
Bid10:20:21 AM |
Ask10:20:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-0.94% |
1.030
Bid Size: 10,000 |
1.050
Ask Size: 10,000 |
ELI LILLY |
900.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DQ079R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-78.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.51 |
| Intrinsic value: |
7.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
7.39 |
| Time value: |
-6.34 |
| Break-even: |
889.50 |
| Moneyness: |
1.09 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
1.040 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
+6.06% |
| 3 Months |
|
|
-25.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.040 |
| 1M High / 1M Low: |
1.180 |
0.920 |
| 6M High / 6M Low: |
1.950 |
0.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.14% |
| Volatility 6M: |
|
65.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
