DZ Bank Put 1020 LRCX 20.12.2024
/ DE000DQ092F4
DZ Bank Put 1020 LRCX 20.12.2024/ DE000DQ092F4 /
| 2024-05-20 9:35:01 PM |
Chg.-0.150 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-10.56% |
1.270
Bid Size: 5,000 |
1.290
Ask Size: 5,000 |
Lam Research Corpora... |
1,020.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DQ092F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,020.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.99 |
| Time value: |
0.45 |
| Break-even: |
794.15 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.41% |
| Delta: |
-0.57 |
| Theta: |
-0.16 |
| Omega: |
-3.30 |
| Rho: |
-3.63 |
Quote data
| Open: |
1.410 |
| High: |
1.430 |
| Low: |
1.240 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.81% |
| 1 Month |
|
|
-29.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.240 |
| 1M High / 1M Low: |
1.800 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
