DZ Bank Put 800 LRCX 20.12.2024
/ DE000DJ81T98
DZ Bank Put 800 LRCX 20.12.2024/ DE000DJ81T98 /
| 9/20/2024 9:34:48 PM |
Chg.+0.070 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+10.94% |
0.710
Bid Size: 5,000 |
0.730
Ask Size: 5,000 |
Lam Research Corpora... |
800.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
DJ81T9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
0.24 |
| Time value: |
0.49 |
| Break-even: |
643.64 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
-0.50 |
| Theta: |
-0.31 |
| Omega: |
-4.74 |
| Rho: |
-1.03 |
Quote data
| Open: |
0.640 |
| High: |
0.760 |
| Low: |
0.640 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.79% |
| 1 Month |
|
|
+61.36% |
| 3 Months |
|
|
+255.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.640 |
| 1M High / 1M Low: |
0.990 |
0.440 |
| 6M High / 6M Low: |
0.990 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.449 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.38% |
| Volatility 6M: |
|
263.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
