DZ Bank Put 900 LLY 20.12.2024
/ DE000DQ079R6
DZ Bank Put 900 LLY 20.12.2024/ DE000DQ079R6 /
| 2024-09-24 8:26:44 AM |
Chg.+0.03 |
Bid9:39:47 PM |
Ask9:39:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+2.86% |
1.05
Bid Size: 25,000 |
1.06
Ask Size: 25,000 |
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: |
-76.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.51 |
| Intrinsic value: |
7.33 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
7.33 |
| Time value: |
-6.25 |
| Break-even: |
889.20 |
| Moneyness: |
1.09 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.93% |
| 1 Month |
|
|
+10.20% |
| 3 Months |
|
|
-26.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.05 |
| 1M High / 1M Low: |
1.18 |
0.92 |
| 6M High / 6M Low: |
1.95 |
0.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.21% |
| Volatility 6M: |
|
67.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
