DZ Bank Call 970 LRCX 20.12.2024/  DE000DQ0FMG7  /

Frankfurt Zert./DZB
2024-06-07  9:34:52 PM Chg.+0.020 Bid9:55:10 PM Ask9:55:10 PM Underlying Strike price Expiration date Option type
1.030EUR +1.98% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 970.00 USD 2024-12-20 Call
 

Master data

WKN: DQ0FMG
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 970.00 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: 8.58
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -0.07
Time value: 1.03
Break-even: 993.58
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 1.98%
Delta: 0.57
Theta: -0.29
Omega: 4.91
Rho: 2.16
 

Quote data

Open: 1.020
High: 1.070
Low: 1.010
Previous Close: 1.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+24.10%
1 Month  
+22.62%
3 Months
  -22.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.800
1M High / 1M Low: 1.110 0.790
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   0.944
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -