DZ Bank Call 850 LRCX 17.01.2025
/ DE000DJ88DC5
DZ Bank Call 850 LRCX 17.01.2025/ DE000DJ88DC5 /
| 2024-05-31 12:28:39 PM |
Chg.-0.02 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-1.24% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
850.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ88DC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.76 |
| Time value: |
0.78 |
| Break-even: |
937.52 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.70 |
| Theta: |
-0.25 |
| Omega: |
3.92 |
| Rho: |
2.83 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.59 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.62% |
| 1 Month |
|
|
+27.20% |
| 3 Months |
|
|
-13.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.59 |
| 1M High / 1M Low: |
1.87 |
1.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
