DZ Bank Call 160 AMAT 15.01.2027
/ DE000DY1B9W1
DZ Bank Call 160 AMAT 15.01.2027/ DE000DY1B9W1 /
| 1/9/2025 9:42:43 PM |
Chg.+0.060 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.060EUR |
+1.20% |
5.070
Bid Size: 5,000 |
5.130
Ask Size: 5,000 |
Applied Materials In... |
160.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
DY1B9W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
12/17/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.40 |
| Parity: |
1.65 |
| Time value: |
3.41 |
| Break-even: |
205.74 |
| Moneyness: |
1.11 |
| Premium: |
0.20 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
2.42 |
| Rho: |
1.45 |
Quote data
| Open: |
5.000 |
| High: |
5.060 |
| Low: |
4.990 |
| Previous Close: |
5.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.080 |
4.140 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
5.080 |
| Low (YTD): |
1/2/2025 |
4.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |