DZ Bank Put 1020 LRCX 21.06.2024
/ DE000DQ092E7
DZ Bank Put 1020 LRCX 21.06.2024/ DE000DQ092E7 /
| 6/7/2024 8:30:21 AM |
Chg.+0.070 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+13.46% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
1,020.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
3/6/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.53 |
| Time value: |
0.06 |
| Break-even: |
885.31 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
-0.79 |
| Theta: |
-0.61 |
| Omega: |
-11.87 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.37% |
| 1 Month |
|
|
-45.87% |
| 3 Months |
|
|
-33.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.520 |
| 1M High / 1M Low: |
1.110 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
