DZ Bank Call 820 LRCX 17.01.2025
/ DE000DQ0FMR4
DZ Bank Call 820 LRCX 17.01.2025/ DE000DQ0FMR4 /
| 2024-06-07 4:34:54 PM |
Chg.+0.040 |
Bid4:54:41 PM |
Ask4:54:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.930EUR |
+2.12% |
1.940
Bid Size: 7,500 |
1.960
Ask Size: 7,500 |
Lam Research Corpora... |
820.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DQ0FMR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
1.31 |
| Time value: |
0.60 |
| Break-even: |
943.86 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.77 |
| Theta: |
-0.24 |
| Omega: |
3.56 |
| Rho: |
3.00 |
Quote data
| Open: |
1.900 |
| High: |
1.980 |
| Low: |
1.890 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.40% |
| 1 Month |
|
|
+16.27% |
| 3 Months |
|
|
-19.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.590 |
| 1M High / 1M Low: |
2.010 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
