DZ Bank Put 1020 LRCX 21.06.2024
/ DE000DQ092E7
DZ Bank Put 1020 LRCX 21.06.2024/ DE000DQ092E7 /
12/06/2024 21:34:48 |
Chg.-0.180 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-54.55% |
0.130 Bid Size: 5,000 |
0.150 Ask Size: 5,000 |
Lam Research Corpora... |
1,020.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
DQ092E |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Lam Research Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,020.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
06/03/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
0.19 |
Time value: |
0.15 |
Break-even: |
915.73 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
-0.61 |
Theta: |
-1.21 |
Omega: |
-16.58 |
Rho: |
-0.15 |
Quote data
Open: |
0.310 |
High: |
0.320 |
Low: |
0.130 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-74.58% |
1 Month |
|
|
-86.36% |
3 Months |
|
|
-87.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.150 |
1M High / 1M Low: |
1.100 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.690 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
358.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |