DZ Bank Call 250 AMAT 20.09.2024
/ DE000DQ17GR0
DZ Bank Call 250 AMAT 20.09.2024/ DE000DQ17GR0 /
| 2024-06-03 8:30:00 AM |
Chg.+0.020 |
Bid11:22:40 AM |
Ask11:22:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+3.45% |
0.610
Bid Size: 6,000 |
0.670
Ask Size: 6,000 |
Applied Materials In... |
250.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
DQ17GR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-3.22 |
| Time value: |
0.61 |
| Break-even: |
236.46 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.03 |
| Spread %: |
5.17% |
| Delta: |
0.28 |
| Theta: |
-0.07 |
| Omega: |
8.96 |
| Rho: |
0.14 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+22.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.580 |
| 1M High / 1M Low: |
0.800 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
