DZ Bank Call 1020 LRCX 20.12.2024/  DE000DQ0FMJ1  /

Frankfurt Zert./DZB
2024-06-07  9:35:17 PM Chg.0.000 Bid9:57:28 PM Ask9:57:28 PM Underlying Strike price Expiration date Option type
0.820EUR 0.00% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 1,020.00 USD 2024-12-20 Call
 

Master data

WKN: DQ0FMJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,020.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-12
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.52
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -0.53
Time value: 0.84
Break-even: 1,020.48
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.50
Theta: -0.29
Omega: 5.27
Rho: 1.93
 

Quote data

Open: 0.820
High: 0.870
Low: 0.800
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+24.24%
1 Month  
+17.14%
3 Months
  -38.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.630
1M High / 1M Low: 0.900 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.753
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -