DZ Bank Call 870 LRCX 20.12.2024
/ DE000DQ0FL88
DZ Bank Call 870 LRCX 20.12.2024/ DE000DQ0FL88 /
| 2024-06-03 10:34:48 AM |
Chg.+0.100 |
Bid10:55:51 AM |
Ask10:55:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
+7.81% |
1.420
Bid Size: 3,000 |
1.460
Ask Size: 3,000 |
Lam Research Corpora... |
870.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0FL8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
870.00 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: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.58 |
| Time value: |
0.78 |
| Break-even: |
937.65 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.68 |
| Theta: |
-0.27 |
| Omega: |
4.27 |
| Rho: |
2.44 |
Quote data
| Open: |
1.340 |
| High: |
1.380 |
| Low: |
1.330 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.34% |
| 1 Month |
|
|
+7.81% |
| 3 Months |
|
|
-27.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.280 |
| 1M High / 1M Low: |
1.630 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
