DZ Bank Call 950 LRCX 21.06.2024
/ DE000DQ0AA78
DZ Bank Call 950 LRCX 21.06.2024/ DE000DQ0AA78 /
| 2024-06-14 8:12:45 AM |
Chg.-0.010 |
Bid6:15:32 PM |
Ask6:15:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-1.15% |
0.770
Bid Size: 15,000 |
-
Ask Size: - |
Lam Research Corpora... |
950.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DQ0AA7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
0.82 |
| Time value: |
0.05 |
| Break-even: |
971.75 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.89 |
| Theta: |
-1.05 |
| Omega: |
9.90 |
| Rho: |
0.15 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+186.67% |
| 1 Month |
|
|
+352.63% |
| 3 Months |
|
|
+26.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.270 |
| 1M High / 1M Low: |
0.870 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
729.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
