DZ Bank Call 890 LRCX 21.06.2024
/ DE000DQ0FLQ8
DZ Bank Call 890 LRCX 21.06.2024/ DE000DQ0FLQ8 /
| 6/3/2024 8:23:37 AM |
Chg.-0.100 |
Bid10:54:30 AM |
Ask10:54:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-16.39% |
0.590
Bid Size: 4,500 |
0.630
Ask Size: 4,500 |
Lam Research Corpora... |
890.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
DQ0FLQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
890.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.39 |
| Time value: |
0.15 |
| Break-even: |
874.08 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.72 |
| Theta: |
-0.76 |
| Omega: |
11.53 |
| Rho: |
0.28 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
+18.60% |
| 3 Months |
|
|
-50.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.610 |
| 1M High / 1M Low: |
0.920 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
