DZ Bank Put 850 LRCX 16.01.2026/  DE000DQ0ABE6  /

EUWAX
07/06/2024  08:12:18 Chg.+0.010 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.960EUR +1.05% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 850.00 USD 16/01/2026 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: 16/01/2026
Issue date: 07/02/2024
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -9.01
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -1.03
Time value: 0.98
Break-even: 682.40
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.08%
Delta: -0.27
Theta: -0.09
Omega: -2.43
Rho: -5.41
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month
  -16.52%
3 Months
  -11.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.950
1M High / 1M Low: 1.150 0.920
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.008
Avg. volume 1W:   0.000
Avg. price 1M:   1.021
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -