DZ Bank Put 84 LRCX 20.12.2024
/ DE000DQ0FPL0
DZ Bank Put 84 LRCX 20.12.2024/ DE000DQ0FPL0 /
| 2024-11-12 8:22:55 AM |
Chg.+0.150 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+21.13% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
84.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DQ0FPL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 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: |
-8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
0.73 |
| Time value: |
0.12 |
| Break-even: |
70.28 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
-0.74 |
| Theta: |
-0.04 |
| Omega: |
-6.21 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.13% |
| 1 Month |
|
|
+30.30% |
| 3 Months |
|
|
-1.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.660 |
| 1M High / 1M Low: |
1.190 |
0.490 |
| 6M High / 6M Low: |
1.410 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.638 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
424.99% |
| Volatility 6M: |
|
299.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
