DZ Bank Call 1080 LRCX 21.06.2024/  DE000DQ0FL13  /

EUWAX
2024-05-17  8:25:18 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.040EUR -20.00% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 1,080.00 USD 2024-06-21 Call
 

Master data

WKN: DQ0FL1
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,080.00 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: 125.74
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -1.26
Time value: 0.07
Break-even: 1,000.66
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 3.43
Spread abs.: 0.03
Spread %: 76.92%
Delta: 0.14
Theta: -0.33
Omega: 17.71
Rho: 0.11
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.85%
1 Month
  -83.33%
3 Months
  -90.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.019
1M High / 1M Low: 0.240 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   679.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -