DZ Bank Call 840 LRCX 21.06.2024
/ DE000DQ0FLL9
DZ Bank Call 840 LRCX 21.06.2024/ DE000DQ0FLL9 /
| 2024-06-03 8:23:37 AM |
Chg.-0.11 |
Bid12:47:15 PM |
Ask12:47:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.90EUR |
-10.89% |
0.97
Bid Size: 4,500 |
-
Ask Size: - |
Lam Research Corpora... |
840.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DQ0FLL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
840.00 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: |
8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.30 |
| Parity: |
0.85 |
| Time value: |
0.16 |
| Break-even: |
875.01 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.10 |
| Spread %: |
10.99% |
| Delta: |
0.80 |
| Theta: |
-0.99 |
| Omega: |
6.79 |
| Rho: |
0.29 |
Quote data
| Open: |
0.90 |
| High: |
0.90 |
| Low: |
0.90 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.69% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
-32.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.01 |
| 1M High / 1M Low: |
1.34 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
