DZ Bank Call 200 AMAT 21.06.2024
/ DE000DJ81SB0
DZ Bank Call 200 AMAT 21.06.2024/ DE000DJ81SB0 /
| 2024-06-03 8:08:10 AM |
Chg.+0.09 |
Bid1:01:13 PM |
Ask1:01:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+5.77% |
1.66
Bid Size: 6,000 |
1.76
Ask Size: 6,000 |
Applied Materials In... |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ81SB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
12.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
1.39 |
| Time value: |
0.22 |
| Break-even: |
200.39 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
1.90% |
| Delta: |
0.81 |
| Theta: |
-0.15 |
| Omega: |
10.01 |
| Rho: |
0.07 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.90% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-4.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.56 |
| 1M High / 1M Low: |
2.15 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
