DZ Bank Call 1060 LRCX 21.06.2024
/ DE000DQ0FL05
DZ Bank Call 1060 LRCX 21.06.2024/ DE000DQ0FL05 /
| 2024-05-20 9:04:44 PM |
Chg.+0.020 |
Bid9:22:38 PM |
Ask9:22:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
+80.00% |
0.047
Bid Size: 10,000 |
0.077
Ask Size: 10,000 |
Lam Research Corpora... |
1,060.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DQ0FL0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,060.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
152.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
-1.36 |
| Time value: |
0.06 |
| Break-even: |
980.44 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
4.92 |
| Spread abs.: |
0.03 |
| Spread %: |
120.00% |
| Delta: |
0.12 |
| Theta: |
-0.32 |
| Omega: |
18.09 |
| Rho: |
0.08 |
Quote data
| Open: |
0.025 |
| High: |
0.053 |
| Low: |
0.023 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-82.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.025 |
| 1M High / 1M Low: |
0.110 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
503.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
