DZ Bank Call 970 LRCX 20.12.2024
/ DE000DQ0FMG7
DZ Bank Call 970 LRCX 20.12.2024/ DE000DQ0FMG7 /
| 2024-06-07 8:24:57 AM |
Chg.-0.05 |
Bid8:53:23 PM |
Ask8:53:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-4.67% |
1.01
Bid Size: 15,000 |
1.03
Ask Size: 15,000 |
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: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.51% |
| 1 Month |
|
|
+12.09% |
| 3 Months |
|
|
-28.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.83 |
| 1M High / 1M Low: |
1.15 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
