DZ Bank Call 200 AMAT 16.01.2026
/ DE000DJ81TA0
DZ Bank Call 200 AMAT 16.01.2026/ DE000DJ81TA0 /
2024-06-03 8:08:09 AM |
Chg.+0.07 |
Bid3:29:10 PM |
Ask3:29:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.99EUR |
+1.42% |
5.10 Bid Size: 6,000 |
5.18 Ask Size: 6,000 |
Applied Materials In... |
200.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
DJ81TA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Applied Materials Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-31 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.20 |
Intrinsic value: |
1.39 |
Implied volatility: |
0.38 |
Historic volatility: |
0.30 |
Parity: |
1.39 |
Time value: |
3.56 |
Break-even: |
233.79 |
Moneyness: |
1.08 |
Premium: |
0.18 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
0.61% |
Delta: |
0.70 |
Theta: |
-0.04 |
Omega: |
2.79 |
Rho: |
1.44 |
Quote data
Open: |
4.99 |
High: |
4.99 |
Low: |
4.99 |
Previous Close: |
4.92 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.90% |
1 Month |
|
|
+17.69% |
3 Months |
|
|
+13.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.36 |
4.92 |
1M High / 1M Low: |
5.44 |
4.24 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |