DZ Bank Put 850 LRCX 20.12.2024
/ DE000DQ0ABB2
DZ Bank Put 850 LRCX 20.12.2024/ DE000DQ0ABB2 /
| 2024-05-20 9:34:51 PM |
Chg.-0.080 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-14.04% |
0.490
Bid Size: 5,000 |
0.510
Ask Size: 5,000 |
Lam Research Corpora... |
850.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DQ0ABB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
850.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-0.57 |
| Time value: |
0.59 |
| Break-even: |
722.79 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
-0.32 |
| Theta: |
-0.17 |
| Omega: |
-4.55 |
| Rho: |
-1.92 |
Quote data
| Open: |
0.570 |
| High: |
0.580 |
| Low: |
0.480 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.97% |
| 1 Month |
|
|
-42.35% |
| 3 Months |
|
|
-40.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.480 |
| 1M High / 1M Low: |
0.830 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
