DZ Bank Call 170 AMAT 17.01.2025
/ DE000DJ81SQ8
DZ Bank Call 170 AMAT 17.01.2025/ DE000DJ81SQ8 /
| 2024-06-03 8:08:09 AM |
Chg.+0.10 |
Bid12:03:21 PM |
Ask12:03:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.23EUR |
+1.95% |
5.24
Bid Size: 6,000 |
5.34
Ask Size: 6,000 |
Applied Materials In... |
170.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ81SQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
4.15 |
| Time value: |
1.05 |
| Break-even: |
208.64 |
| Moneyness: |
1.27 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
0.78% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
3.17 |
| Rho: |
0.70 |
Quote data
| Open: |
5.23 |
| High: |
5.23 |
| Low: |
5.23 |
| Previous Close: |
5.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.10% |
| 1 Month |
|
|
+24.23% |
| 3 Months |
|
|
+12.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.65 |
5.13 |
| 1M High / 1M Low: |
5.71 |
4.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
