DZ Bank Call 850 LRCX 16.01.2026/  DE000DJ88DH4  /

EUWAX
2024-05-31  12:28:39 PM Chg.-0.03 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
2.30EUR -1.29% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 850.00 USD 2026-01-16 Call
 

Master data

WKN: DJ88DH
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 850.00 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: 3.75
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 0.76
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 0.76
Time value: 1.53
Break-even: 1,012.52
Moneyness: 1.10
Premium: 0.18
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.88%
Delta: 0.71
Theta: -0.17
Omega: 2.67
Rho: 6.22
 

Quote data

Open: 2.34
High: 2.34
Low: 2.30
Previous Close: 2.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.50%
1 Month  
+17.35%
3 Months
  -7.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.55 2.30
1M High / 1M Low: 2.60 1.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -