DZ Bank Call 1080 LRCX 20.12.2024/  DE000DQ0FMM5  /

Frankfurt Zert./DZB
2024-06-07  9:35:18 PM Chg.+0.010 Bid9:55:10 PM Ask9:55:10 PM Underlying Strike price Expiration date Option type
0.630EUR +1.61% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 1,080.00 USD 2024-12-20 Call
 

Master data

WKN: DQ0FMM
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,080.00 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: 13.93
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -1.09
Time value: 0.64
Break-even: 1,063.86
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.42
Theta: -0.28
Omega: 5.82
Rho: 1.65
 

Quote data

Open: 0.630
High: 0.670
Low: 0.610
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+26.00%
3 Months
  -32.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.470
1M High / 1M Low: 0.700 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -