DZ Bank Put 80 Lam Research Corp. 20.12.2024
/ DE000DJ81T98
DZ Bank Put 80 Lam Research Corp..../ DE000DJ81T98 /
| 2024-10-04 12:56:48 PM |
Chg.-0.110 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-18.03% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
80.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DJ81T9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
-0.14 |
| Time value: |
0.54 |
| Break-even: |
67.49 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
-0.41 |
| Theta: |
-0.04 |
| Omega: |
-5.64 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-39.02% |
| 3 Months |
|
|
+257.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.500 |
| 1M High / 1M Low: |
1.000 |
0.420 |
| 6M High / 6M Low: |
1.140 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.42% |
| Volatility 6M: |
|
280.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
