DZ Bank Call 950 LRCX 17.01.2025
/ DE000DQ0AA94
DZ Bank Call 950 LRCX 17.01.2025/ DE000DQ0AA94 /
| 2024-06-07 9:35:08 PM |
Chg.+0.020 |
Bid9:58:22 PM |
Ask9:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+1.69% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
950.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DQ0AA9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
1.09 |
| Break-even: |
992.22 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.61 |
| Theta: |
-0.27 |
| Omega: |
4.46 |
| Rho: |
2.55 |
Quote data
| Open: |
1.190 |
| High: |
1.250 |
| Low: |
1.170 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.950 |
| 1M High / 1M Low: |
1.280 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
