DZ Bank Call 170 AMAT 17.01.2025
/ DE000DJ81SQ8
DZ Bank Call 170 AMAT 17.01.2025/ DE000DJ81SQ8 /
| 2024-12-20 9:42:35 PM |
Chg.-0.070 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-15.56% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
170.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ81SQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.40 |
| Parity: |
-0.61 |
| Time value: |
0.44 |
| Break-even: |
167.41 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.39 |
| Theta: |
-0.13 |
| Omega: |
13.89 |
| Rho: |
0.04 |
Quote data
| Open: |
0.410 |
| High: |
0.460 |
| Low: |
0.330 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.65% |
| 1 Month |
|
|
-68.33% |
| 3 Months |
|
|
-87.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.380 |
| 1M High / 1M Low: |
1.740 |
0.380 |
| 6M High / 6M Low: |
8.440 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.01% |
| Volatility 6M: |
|
224.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
