DZ Bank Put 1020 LRCX 21.06.2024
/ DE000DQ092E7
DZ Bank Put 1020 LRCX 21.06.2024/ DE000DQ092E7 /
| 2024-05-20 1:34:44 PM |
Chg.-0.040 |
Bid1:35:12 PM |
Ask1:35:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-3.92% |
0.990
Bid Size: 3,000 |
1.010
Ask Size: 3,000 |
Lam Research Corpora... |
1,020.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
DQ092E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,020.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.99 |
| Time value: |
0.06 |
| Break-even: |
833.15 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
-0.82 |
| Theta: |
-0.31 |
| Omega: |
-6.54 |
| Rho: |
-0.69 |
Quote data
| Open: |
1.010 |
| High: |
1.030 |
| Low: |
0.980 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.91% |
| 1 Month |
|
|
-34.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.760 |
| 1M High / 1M Low: |
1.490 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
