DZ Bank Call 850 LRCX 20.12.2024
/ DE000DJ81TZ7
DZ Bank Call 850 LRCX 20.12.2024/ DE000DJ81TZ7 /
| 2024-05-31 9:34:44 PM |
Chg.-0.190 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
-12.03% |
1.450
Bid Size: 5,000 |
1.470
Ask Size: 5,000 |
Lam Research Corpora... |
850.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DJ81TZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.76 |
| Time value: |
0.71 |
| Break-even: |
930.52 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.70 |
| Theta: |
-0.26 |
| Omega: |
4.11 |
| Rho: |
2.53 |
Quote data
| Open: |
1.560 |
| High: |
1.570 |
| Low: |
1.290 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.65% |
| 1 Month |
|
|
+12.10% |
| 3 Months |
|
|
-30.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.390 |
| 1M High / 1M Low: |
1.750 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
