DZ Bank Put 850 LRCX 21.06.2024/  DE000DQ0ABA4  /

EUWAX
07/06/2024  08:12:18 Chg.0.000 Bid20:21:08 Ask20:21:08 Underlying Strike price Expiration date Option type
0.013EUR 0.00% 0.011
Bid Size: 15,000
0.041
Ask Size: 15,000
Lam Research Corpora... 850.00 USD 21/06/2024 Put
 

Master data

WKN: DQ0ABA
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Put
Strike price: 850.00 USD
Maturity: 21/06/2024
Issue date: 07/02/2024
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -205.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.30
Parity: -1.03
Time value: 0.04
Break-even: 776.10
Moneyness: 0.88
Premium: 0.12
Premium p.a.: 18.86
Spread abs.: 0.03
Spread %: 230.77%
Delta: -0.10
Theta: -0.54
Omega: -20.14
Rho: -0.03
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.013
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -90.71%
3 Months
  -95.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.013
1M High / 1M Low: 0.150 0.013
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   545.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -