DZ Bank Call 175 AMAT 17.01.2025
/ DE000DJ81SR6
DZ Bank Call 175 AMAT 17.01.2025/ DE000DJ81SR6 /
| 1/10/2025 4:12:22 PM |
Chg.-0.340 |
Bid4:27:14 PM |
Ask4:27:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-59.65% |
0.300
Bid Size: 10,000 |
0.330
Ask Size: 10,000 |
Applied Materials In... |
175.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
DJ81SR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.40 |
| Parity: |
0.19 |
| Time value: |
0.45 |
| Break-even: |
176.36 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
2.81 |
| Spread abs.: |
0.06 |
| Spread %: |
10.34% |
| Delta: |
0.58 |
| Theta: |
-0.38 |
| Omega: |
15.46 |
| Rho: |
0.02 |
Quote data
| Open: |
0.500 |
| High: |
0.520 |
| Low: |
0.230 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-53.06% |
| 3 Months |
|
|
-93.26% |
| YTD |
|
|
+4.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.290 |
| 1M High / 1M Low: |
0.650 |
0.150 |
| 6M High / 6M Low: |
8.020 |
0.150 |
| High (YTD): |
1/6/2025 |
0.650 |
| Low (YTD): |
1/2/2025 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
595.75% |
| Volatility 6M: |
|
330.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |