DZ Bank Call 900 LRCX 16.01.2026/  DE000DJ88DJ0  /

Frankfurt Zert./DZB
2024-06-19  9:35:04 PM Chg.+0.070 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
3.290EUR +2.17% 3.290
Bid Size: 2,500
-
Ask Size: -
Lam Research Corpora... 900.00 USD 2026-01-16 Call
 

Master data

WKN: DJ88DJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 900.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-06
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.14
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 1.77
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 1.77
Time value: 1.46
Break-even: 1,161.09
Moneyness: 1.21
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.62%
Delta: 0.77
Theta: -0.19
Omega: 2.41
Rho: 7.18
 

Quote data

Open: 3.220
High: 3.320
Low: 3.220
Previous Close: 3.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.85%
1 Month  
+73.16%
3 Months  
+53.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.220 2.700
1M High / 1M Low: 3.220 1.960
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.904
Avg. volume 1W:   0.000
Avg. price 1M:   2.373
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -