DZ Bank Put 850 LRCX 21.06.2024/  DE000DQ0ABA4  /

EUWAX
2024-05-17  8:12:43 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.060EUR 0.00% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 850.00 USD 2024-06-21 Put
 

Master data

WKN: DQ0ABA
Issuer: DZ Bank AG
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Put
Strike price: 850.00 USD
Maturity: 2024-06-21
Issue date: 2024-02-07
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -95.34
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -0.85
Time value: 0.09
Break-even: 773.03
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 1.94
Spread abs.: 0.03
Spread %: 49.18%
Delta: -0.16
Theta: -0.34
Omega: -15.48
Rho: -0.14
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.85%
1 Month
  -75.00%
3 Months
  -82.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.060
1M High / 1M Low: 0.420 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   527.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -