DZ Bank Call 900 LRCX 20.06.2025/  DE000DJ81T49  /

Frankfurt Zert./DZB
2024-06-20  8:34:31 AM Chg.+0.070 Bid9:01:30 AM Ask- Underlying Strike price Expiration date Option type
2.930EUR +2.45% 2.920
Bid Size: 2,500
-
Ask Size: -
Lam Research Corpora... 900.00 USD 2025-06-20 Call
 

Master data

WKN: DJ81T4
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 900.00 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: 3.31
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 1.76
Implied volatility: 0.52
Historic volatility: 0.31
Parity: 1.76
Time value: 1.30
Break-even: 1,143.44
Moneyness: 1.21
Premium: 0.13
Premium p.a.: 0.13
Spread abs.: 0.20
Spread %: 6.99%
Delta: 0.76
Theta: -0.27
Omega: 2.51
Rho: 4.62
 

Quote data

Open: 2.930
High: 2.930
Low: 2.930
Previous Close: 2.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.75%
1 Month  
+72.35%
3 Months  
+42.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.860 2.330
1M High / 1M Low: 2.860 1.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.596
Avg. volume 1W:   0.000
Avg. price 1M:   1.996
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -