DZ Bank Call 950 LRCX 21.06.2024
/ DE000DQ0AA78
DZ Bank Call 950 LRCX 21.06.2024/ DE000DQ0AA78 /
| 2024-05-20 9:34:33 PM |
Chg.+0.110 |
Bid9:48:02 PM |
Ask9:48:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+57.89% |
0.290
Bid Size: 10,000 |
0.310
Ask Size: 10,000 |
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: |
41.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-0.35 |
| Time value: |
0.20 |
| Break-even: |
893.77 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.02 |
| Spread %: |
11.11% |
| Delta: |
0.37 |
| Theta: |
-0.52 |
| Omega: |
15.54 |
| Rho: |
0.26 |
Quote data
| Open: |
0.180 |
| High: |
0.320 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.89% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.190 |
| 1M High / 1M Low: |
0.400 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
