DZ Bank Put 850 LRCX 16.01.2026
/ DE000DQ0ABE6
DZ Bank Put 850 LRCX 16.01.2026/ DE000DQ0ABE6 /
| 6/13/2024 6:04:45 PM |
Chg.+0.030 |
Bid6/13/2024 |
Ask6/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+3.70% |
0.840
Bid Size: 10,000 |
0.860
Ask Size: 10,000 |
Lam Research Corpora... |
850.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
2/7/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
-1.74 |
| Time value: |
0.83 |
| Break-even: |
703.10 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
-0.22 |
| Theta: |
-0.10 |
| Omega: |
-2.59 |
| Rho: |
-4.75 |
Quote data
| Open: |
0.780 |
| High: |
0.850 |
| Low: |
0.780 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.40% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
-30.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.810 |
| 1M High / 1M Low: |
1.140 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
