DZ Bank Put 160 AMAT 20.06.2025
/ DE000DJ81TQ6
DZ Bank Put 160 AMAT 20.06.2025/ DE000DJ81TQ6 /
6/3/2024 12:34:46 PM |
Chg.-0.030 |
Bid6/3/2024 |
Ask6/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-4.17% |
0.690 Bid Size: 3,000 |
0.770 Ask Size: 3,000 |
Applied Materials In... |
160.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
DJ81TQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Applied Materials Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.30 |
Parity: |
-5.08 |
Time value: |
0.75 |
Break-even: |
139.93 |
Moneyness: |
0.74 |
Premium: |
0.29 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.04 |
Spread %: |
5.63% |
Delta: |
-0.15 |
Theta: |
-0.02 |
Omega: |
-3.97 |
Rho: |
-0.39 |
Quote data
Open: |
0.690 |
High: |
0.700 |
Low: |
0.690 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.15% |
1 Month |
|
|
-36.70% |
3 Months |
|
|
-33.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.650 |
1M High / 1M Low: |
1.090 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.680 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.814 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |