DZ Bank Put 1020 LRCX 21.06.2024
/ DE000DQ092E7
DZ Bank Put 1020 LRCX 21.06.2024/ DE000DQ092E7 /
14/06/2024 08:31:16 |
Chg.-0.010 |
Bid16:13:22 |
Ask16:13:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-8.33% |
0.150 Bid Size: 11,250 |
0.170 Ask Size: 11,250 |
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: |
-74.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.31 |
Parity: |
-0.17 |
Time value: |
0.13 |
Break-even: |
936.94 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
3.98 |
Spread abs.: |
0.02 |
Spread %: |
18.18% |
Delta: |
-0.36 |
Theta: |
-1.36 |
Omega: |
-26.42 |
Rho: |
-0.07 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-81.36% |
1 Month |
|
|
-90.09% |
3 Months |
|
|
-90.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.120 |
1M High / 1M Low: |
1.110 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.380 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.674 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
368.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |