DZ Bank Call 1160 LRCX 20.12.2024
/ DE000DQ0FMQ6
DZ Bank Call 1160 LRCX 20.12.2024/ DE000DQ0FMQ6 /
| 2024-06-07 8:24:57 AM |
Chg.-0.030 |
Bid9:24:18 PM |
Ask9:24:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-6.52% |
0.420
Bid Size: 15,000 |
0.440
Ask Size: 15,000 |
Lam Research Corpora... |
1,160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0FMQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,160.00 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: |
20.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-1.82 |
| Time value: |
0.44 |
| Break-even: |
1,109.02 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.32 |
| Theta: |
-0.25 |
| Omega: |
6.42 |
| Rho: |
1.28 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.26% |
| 1 Month |
|
|
+10.26% |
| 3 Months |
|
|
-44.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.320 |
| 1M High / 1M Low: |
0.510 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
