DZ Bank Call 870 LRCX 21.06.2024
/ DE000DQ0FLN5
DZ Bank Call 870 LRCX 21.06.2024/ DE000DQ0FLN5 /
| 2024-06-03 8:23:37 AM |
Chg.-0.110 |
Bid12:47:15 PM |
Ask12:47:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-14.47% |
0.720
Bid Size: 4,500 |
0.760
Ask Size: 4,500 |
Lam Research Corpora... |
870.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DQ0FLN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
870.00 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: |
12.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.58 |
| Time value: |
0.11 |
| Break-even: |
870.65 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.79 |
| Theta: |
-0.71 |
| Omega: |
9.84 |
| Rho: |
0.30 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.27% |
| 1 Month |
|
|
+22.64% |
| 3 Months |
|
|
-43.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.760 |
| 1M High / 1M Low: |
1.080 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.758 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
