DZ Bank Call 920 LRCX 20.12.2024
/ DE000DQ0FMC6
DZ Bank Call 920 LRCX 20.12.2024/ DE000DQ0FMC6 /
| 2024-06-07 9:34:55 PM |
Chg.+0.020 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+1.60% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
920.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0FMC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
920.00 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: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.40 |
| Time value: |
0.88 |
| Break-even: |
979.73 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.64 |
| Theta: |
-0.29 |
| Omega: |
4.49 |
| Rho: |
2.39 |
Quote data
| Open: |
1.250 |
| High: |
1.310 |
| Low: |
1.240 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.12% |
| 1 Month |
|
|
+22.12% |
| 3 Months |
|
|
-18.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.000 |
| 1M High / 1M Low: |
1.350 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
