DZ Bank Call 850 LRCX 21.06.2024
/ DE000DJ81TU8
DZ Bank Call 850 LRCX 21.06.2024/ DE000DJ81TU8 /
| 2024-06-19 9:34:34 PM |
Chg.+0.080 |
Bid2024-06-19 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.340EUR |
+3.54% |
2.340
Bid Size: 2,500 |
-
Ask Size: - |
Lam Research Corpora... |
850.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ81TU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.31 |
| Parity: |
2.23 |
| Time value: |
0.01 |
| Break-even: |
1,015.53 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-1.32 |
| Omega: |
4.46 |
| Rho: |
0.04 |
Quote data
| Open: |
2.250 |
| High: |
2.380 |
| Low: |
2.250 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.05% |
| 1 Month |
|
|
+151.61% |
| 3 Months |
|
|
+64.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.720 |
| 1M High / 1M Low: |
2.340 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
