DZ Bank Put 850 LRCX 17.01.2025
/ DE000DQ0ABC0
DZ Bank Put 850 LRCX 17.01.2025/ DE000DQ0ABC0 /
| 2024-05-17 9:34:50 PM |
Chg.+0.090 |
Bid9:55:01 PM |
Ask9:55:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+16.98% |
0.620
Bid Size: 5,000 |
0.640
Ask Size: 5,000 |
Lam Research Corpora... |
850.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
DQ0ABC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
850.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-0.85 |
| Time value: |
0.56 |
| Break-even: |
726.13 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
-0.28 |
| Theta: |
-0.15 |
| Omega: |
-4.39 |
| Rho: |
-2.03 |
Quote data
| Open: |
0.540 |
| High: |
0.630 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.59% |
| 1 Month |
|
|
-18.42% |
| 3 Months |
|
|
-20.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.530 |
| 1M High / 1M Low: |
0.890 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
