DZ Bank Call 220 AMAT 21.06.2024
/ DE000DJ81SD6
DZ Bank Call 220 AMAT 21.06.2024/ DE000DJ81SD6 /
| 2024-05-31 9:34:43 PM |
Chg.-0.140 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-28.00% |
0.400
Bid Size: 5,000 |
0.430
Ask Size: 5,000 |
Applied Materials In... |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ81SD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-0.45 |
| Time value: |
0.43 |
| Break-even: |
207.09 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.41 |
| Theta: |
-0.16 |
| Omega: |
18.87 |
| Rho: |
0.04 |
Quote data
| Open: |
0.430 |
| High: |
0.490 |
| Low: |
0.230 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.57% |
| 1 Month |
|
|
-38.98% |
| 3 Months |
|
|
-72.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.360 |
| 1M High / 1M Low: |
0.820 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
183.333 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
