DZ Bank Call 950 LRCX 17.01.2025
/ DE000DQ0AA94
DZ Bank Call 950 LRCX 17.01.2025/ DE000DQ0AA94 /
| 07/06/2024 21:35:08 |
Chg.+0.020 |
Bid21:58:22 |
Ask21:58:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+1.69% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
950.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
DQ0AA9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
07/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.12 |
| Time value: |
1.09 |
| Break-even: |
1,000.50 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
0.61 |
| Theta: |
-0.27 |
| Omega: |
4.47 |
| Rho: |
2.56 |
Quote data
| Open: |
1.190 |
| High: |
1.250 |
| Low: |
1.170 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
+22.45% |
| 3 Months |
|
|
-18.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.950 |
| 1M High / 1M Low: |
1.280 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
