DZ Bank Put 850 LRCX 17.01.2025/  DE000DQ0ABC0  /

EUWAX
2024-05-17  8:12:43 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.540EUR +1.89% -
Bid Size: -
-
Ask Size: -
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: 0.540
Low: 0.540
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -21.74%
3 Months
  -26.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.530
1M High / 1M Low: 0.880 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -