DZ Bank Call 840 LRCX 17.01.2025
/ DE000DQ0FMS2
DZ Bank Call 840 LRCX 17.01.2025/ DE000DQ0FMS2 /
| 2024-05-31 9:34:58 PM |
Chg.-0.200 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
-11.70% |
1.580
Bid Size: 5,000 |
1.600
Ask Size: 5,000 |
Lam Research Corpora... |
840.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DQ0FMS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
840.00 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: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.85 |
| Time value: |
0.75 |
| Break-even: |
934.30 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.71 |
| Theta: |
-0.24 |
| Omega: |
3.84 |
| Rho: |
2.86 |
Quote data
| Open: |
1.680 |
| High: |
1.690 |
| Low: |
1.420 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.82% |
| 1 Month |
|
|
+0.67% |
| 3 Months |
|
|
-29.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.510 |
| 1M High / 1M Low: |
1.880 |
1.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
