DZ Bank Call 800 LRCX 16.01.2026
/ DE000DJ88DG6
DZ Bank Call 800 LRCX 16.01.2026/ DE000DJ88DG6 /
| 2024-05-31 9:34:40 PM |
Chg.-0.150 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.480EUR |
-5.70% |
2.520
Bid Size: 5,000 |
2.540
Ask Size: 5,000 |
Lam Research Corpora... |
800.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
DJ88DG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.22 |
| Time value: |
1.33 |
| Break-even: |
992.43 |
| Moneyness: |
1.17 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.75 |
| Theta: |
-0.16 |
| Omega: |
2.53 |
| Rho: |
6.33 |
Quote data
| Open: |
2.610 |
| High: |
2.620 |
| Low: |
2.360 |
| Previous Close: |
2.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.74% |
| 1 Month |
|
|
+3.33% |
| 3 Months |
|
|
-16.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.480 |
| 1M High / 1M Low: |
2.810 |
2.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
