DZ Bank Call 880 LRCX 20.12.2024
/ DE000DQ0FL96
DZ Bank Call 880 LRCX 20.12.2024/ DE000DQ0FL96 /
| 2024-06-03 8:23:37 AM |
Chg.-0.08 |
Bid12:03:38 PM |
Ask12:03:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-5.88% |
1.33
Bid Size: 4,500 |
1.37
Ask Size: 4,500 |
Lam Research Corpora... |
880.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0FL9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
880.00 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: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.48 |
| Time value: |
0.83 |
| Break-even: |
941.87 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
0.66 |
| Theta: |
-0.27 |
| Omega: |
4.34 |
| Rho: |
2.39 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.95% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-20.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.36 |
| 1M High / 1M Low: |
1.62 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
