DZ Bank Call 850 LRCX 20.06.2025/  DE000DJ81T31  /

EUWAX
2024-06-14  8:08:55 AM Chg.+0.05 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.69EUR +1.89% -
Bid Size: -
-
Ask Size: -
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: 3.61
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 1.74
Implied volatility: 0.42
Historic volatility: 0.31
Parity: 1.74
Time value: 0.94
Break-even: 1,062.04
Moneyness: 1.22
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.75%
Delta: 0.78
Theta: -0.21
Omega: 2.81
Rho: 4.91
 

Quote data

Open: 2.69
High: 2.69
Low: 2.69
Previous Close: 2.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.95%
1 Month  
+35.18%
3 Months  
+30.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.69 2.09
1M High / 1M Low: 2.69 1.74
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -