DZ Bank Put 82 LRCX 20.12.2024
/ DE000DQ0FPK2
DZ Bank Put 82 LRCX 20.12.2024/ DE000DQ0FPK2 /
| 2024-11-12 9:34:51 PM |
Chg.+0.030 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
0.720
Bid Size: 5,000 |
0.740
Ask Size: 5,000 |
Lam Research Corpora... |
82.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DQ0FPK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
0.55 |
| Time value: |
0.16 |
| Break-even: |
69.80 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
-0.68 |
| Theta: |
-0.04 |
| Omega: |
-6.81 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.720 |
| High: |
0.800 |
| Low: |
0.680 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.38% |
| 3 Months |
|
|
-8.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.510 |
| 1M High / 1M Low: |
1.060 |
0.420 |
| 6M High / 6M Low: |
1.120 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.14% |
| Volatility 6M: |
|
313.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
