DZ Bank Call 200 AMAT 17.01.2025
/ DE000DJ81SV8
DZ Bank Call 200 AMAT 17.01.2025/ DE000DJ81SV8 /
| 6/3/2024 8:08:09 AM |
Chg.+0.07 |
Bid3:39:25 PM |
Ask3:39:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.32EUR |
+2.15% |
3.42
Bid Size: 15,000 |
3.45
Ask Size: 15,000 |
Applied Materials In... |
200.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
DJ81SV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
1.39 |
| Time value: |
1.89 |
| Break-even: |
217.09 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
0.92% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
4.11 |
| Rho: |
0.64 |
Quote data
| Open: |
3.32 |
| High: |
3.32 |
| Low: |
3.32 |
| Previous Close: |
3.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.04% |
| 1 Month |
|
|
+26.72% |
| 3 Months |
|
|
+9.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.66 |
3.25 |
| 1M High / 1M Low: |
3.74 |
2.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
