DZ Bank Call 840 LRCX 17.01.2025
/ DE000DQ0FMS2
DZ Bank Call 840 LRCX 17.01.2025/ DE000DQ0FMS2 /
| 6/7/2024 8:24:57 AM |
Chg.-0.07 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-3.80% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
840.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/12/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
1.12 |
| Time value: |
0.66 |
| Break-even: |
949.22 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.75 |
| Theta: |
-0.24 |
| Omega: |
3.71 |
| Rho: |
2.96 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.27% |
| 1 Month |
|
|
+11.32% |
| 3 Months |
|
|
-17.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.51 |
| 1M High / 1M Low: |
1.93 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
