DZ Bank Call 185 AMAT 17.01.2025
/ DE000DJ81ST2
DZ Bank Call 185 AMAT 17.01.2025/ DE000DJ81ST2 /
| 2024-06-03 8:08:09 AM |
Chg.+0.08 |
Bid3:28:20 PM |
Ask3:28:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.21EUR |
+1.94% |
4.35
Bid Size: 6,000 |
4.45
Ask Size: 6,000 |
Applied Materials In... |
185.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ81ST |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 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: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
2.77 |
| Time value: |
1.40 |
| Break-even: |
212.17 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.72% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
3.63 |
| Rho: |
0.68 |
Quote data
| Open: |
4.21 |
| High: |
4.21 |
| Low: |
4.21 |
| Previous Close: |
4.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.88% |
| 1 Month |
|
|
+25.67% |
| 3 Months |
|
|
+11.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
4.13 |
| 1M High / 1M Low: |
4.66 |
3.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
