DZ Bank Call 850 LRCX 20.06.2025
/ DE000DJ81T31
DZ Bank Call 850 LRCX 20.06.2025/ DE000DJ81T31 /
| 2024-06-20 12:05:01 PM |
Chg.+0.030 |
Bid12:15:55 PM |
Ask12:15:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.200EUR |
+0.95% |
3.190
Bid Size: 3,000 |
3.250
Ask Size: 3,000 |
Lam Research Corpora... |
850.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
DJ81T3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
2.23 |
| Time value: |
1.15 |
| Break-even: |
1,128.91 |
| Moneyness: |
1.28 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.21 |
| Spread %: |
6.62% |
| Delta: |
0.79 |
| Theta: |
-0.26 |
| Omega: |
2.36 |
| Rho: |
4.61 |
Quote data
| Open: |
3.240 |
| High: |
3.240 |
| Low: |
3.180 |
| Previous Close: |
3.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.14% |
| 1 Month |
|
|
+64.95% |
| 3 Months |
|
|
+38.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.170 |
2.620 |
| 1M High / 1M Low: |
3.170 |
1.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
