DZ Bank Call 950 LRCX 21.06.2024
/ DE000DQ0AA78
DZ Bank Call 950 LRCX 21.06.2024/ DE000DQ0AA78 /
| 2024-06-07 8:12:18 AM |
Chg.-0.060 |
Bid4:25:12 PM |
Ask4:25:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-16.67% |
0.310
Bid Size: 11,250 |
0.330
Ask Size: 11,250 |
Lam Research Corpora... |
950.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DQ0AA7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
0.20 |
| Break-even: |
903.22 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.59 |
| Theta: |
-0.90 |
| Omega: |
16.94 |
| Rho: |
0.19 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-3.23% |
| 3 Months |
|
|
-70.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.150 |
| 1M High / 1M Low: |
0.490 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
629.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
