DZ Bank Put 850 LRCX 17.01.2025/  DE000DQ0ABC0  /

Frankfurt Zert./DZB
6/7/2024  9:35:10 PM Chg.-0.010 Bid9:55:04 PM Ask9:55:04 PM Underlying Strike price Expiration date Option type
0.470EUR -2.08% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 850.00 USD 1/17/2025 Put
 

Master data

WKN: DQ0ABC
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Put
Strike price: 850.00 USD
Maturity: 1/17/2025
Issue date: 2/7/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -17.67
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -1.03
Time value: 0.50
Break-even: 730.40
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 4.17%
Delta: -0.26
Theta: -0.17
Omega: -4.64
Rho: -1.73
 

Quote data

Open: 0.480
High: 0.480
Low: 0.450
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.97%
1 Month
  -27.69%
3 Months
  -25.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.480
1M High / 1M Low: 0.670 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -