DZ Bank Call 950 LRCX 17.01.2025
/ DE000DQ0AA94
DZ Bank Call 950 LRCX 17.01.2025/ DE000DQ0AA94 /
| 6/14/2024 8:12:45 AM |
Chg.+0.02 |
Bid10:03:11 AM |
Ask10:03:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+1.20% |
1.69
Bid Size: 4,500 |
1.73
Ask Size: 4,500 |
Lam Research Corpora... |
950.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/7/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
0.82 |
| Time value: |
0.88 |
| Break-even: |
1,054.75 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.19% |
| Delta: |
0.70 |
| Theta: |
-0.29 |
| Omega: |
3.96 |
| Rho: |
2.99 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.22% |
| 1 Month |
|
|
+83.70% |
| 3 Months |
|
|
+31.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.18 |
| 1M High / 1M Low: |
1.67 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
