DZ Bank Call 910 LRCX 21.06.2024
/ DE000DQ0FLR6
DZ Bank Call 910 LRCX 21.06.2024/ DE000DQ0FLR6 /
| 2024-06-03 8:23:37 AM |
Chg.-0.090 |
Bid10:15:23 AM |
Ask10:15:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-19.15% |
0.420
Bid Size: 4,500 |
0.460
Ask Size: 4,500 |
Lam Research Corpora... |
910.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DQ0FLR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
910.00 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: |
20.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.21 |
| Time value: |
0.20 |
| Break-even: |
879.51 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.64 |
| Theta: |
-0.81 |
| Omega: |
13.37 |
| Rho: |
0.25 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.93% |
| 1 Month |
|
|
+8.57% |
| 3 Months |
|
|
-59.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.470 |
| 1M High / 1M Low: |
0.760 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
