DZ Bank Call 160 AP2 15.01.2027
/ DE000DY1B9W1
DZ Bank Call 160 AP2 15.01.2027/ DE000DY1B9W1 /
| 24/01/2025 21:42:35 |
Chg.-0.290 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.590EUR |
-4.93% |
5.590
Bid Size: 5,000 |
5.620
Ask Size: 5,000 |
APPLIED MATERIALS IN... |
160.00 - |
15/01/2027 |
Call |
Master data
| WKN: |
DY1B9W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
15/01/2027 |
| Issue date: |
17/12/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.40 |
| Parity: |
2.31 |
| Time value: |
3.66 |
| Break-even: |
219.70 |
| Moneyness: |
1.14 |
| Premium: |
0.20 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
2.24 |
| Rho: |
1.47 |
Quote data
| Open: |
5.900 |
| High: |
5.940 |
| Low: |
5.550 |
| Previous Close: |
5.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.81% |
| 1 Month |
|
|
+27.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
+33.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.420 |
5.590 |
| 1M High / 1M Low: |
6.420 |
4.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
6.420 |
| Low (YTD): |
02/01/2025 |
4.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |