DZ Bank Put 850 LRCX 20.06.2025/  DE000DQ0ABD8  /

EUWAX
2024-05-20  8:11:06 AM Chg.+0.070 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.840EUR +9.09% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 850.00 USD 2025-06-20 Put
 

Master data

WKN: DQ0ABD
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Put
Strike price: 850.00 USD
Maturity: 2025-06-20
Issue date: 2024-02-07
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -9.64
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -0.57
Time value: 0.87
Break-even: 694.79
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.35%
Delta: -0.32
Theta: -0.11
Omega: -3.05
Rho: -3.82
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.62%
1 Month
  -23.64%
3 Months
  -24.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.760
1M High / 1M Low: 1.100 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   0.923
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -