DZ Bank Call 170 AMAT 17.01.2025
/ DE000DJ81SQ8
DZ Bank Call 170 AMAT 17.01.2025/ DE000DJ81SQ8 /
| 10/01/2025 15:42:34 |
Chg.-0.470 |
Bid15:45:57 |
Ask15:45:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-52.22% |
0.420
Bid Size: 10,000 |
0.450
Ask Size: 10,000 |
Applied Materials In... |
170.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.40 |
| Parity: |
0.68 |
| Time value: |
0.30 |
| Break-even: |
174.90 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.06 |
| Spread %: |
6.52% |
| Delta: |
0.70 |
| Theta: |
-0.37 |
| Omega: |
12.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.430 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
-36.76% |
| 3 Months |
|
|
-88.56% |
| YTD |
|
|
+13.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.500 |
| 1M High / 1M Low: |
0.970 |
0.280 |
| 6M High / 6M Low: |
8.440 |
0.280 |
| High (YTD): |
06/01/2025 |
0.970 |
| Low (YTD): |
02/01/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
483.94% |
| Volatility 6M: |
|
288.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |