DZ Bank Put 850 LRCX 16.01.2026/  DE000DQ0ABE6  /

Frankfurt Zert./DZB
2024-06-07  9:34:47 PM Chg.-0.020 Bid9:56:02 PM Ask9:56:02 PM Underlying Strike price Expiration date Option type
0.950EUR -2.06% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 850.00 USD 2026-01-16 Put
 

Master data

WKN: DQ0ABE
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Put
Strike price: 850.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-07
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -9.19
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -1.04
Time value: 0.97
Break-even: 689.92
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.11%
Delta: -0.27
Theta: -0.09
Omega: -2.47
Rho: -5.41
 

Quote data

Open: 0.960
High: 0.970
Low: 0.930
Previous Close: 0.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month
  -16.67%
3 Months
  -16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.950
1M High / 1M Low: 1.140 0.920
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.004
Avg. volume 1W:   0.000
Avg. price 1M:   1.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -