DZ Bank Put 850 LRCX 16.01.2026/  DE000DQ0ABE6  /

EUWAX
2024-05-17  8:12:43 AM Chg.0.00 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.00EUR 0.00% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 850.00 USD 2026-01-16 Put
 

Master data

WKN: DQ0ABE
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Put
Strike price: 850.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-07
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -8.51
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -0.85
Time value: 1.02
Break-even: 680.13
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.00%
Delta: -0.28
Theta: -0.09
Omega: -2.38
Rho: -5.75
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 1.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.50%
1 Month
  -12.28%
3 Months
  -12.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 1.00
1M High / 1M Low: 1.33 1.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -