DZ Bank Call 160 AMAT 16.01.2026
/ DE000DJ81S57
DZ Bank Call 160 AMAT 16.01.2026/ DE000DJ81S57 /
| 2024-06-14 8:08:55 AM |
Chg.+0.01 |
Bid2:50:58 PM |
Ask2:50:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.03EUR |
+0.11% |
8.81
Bid Size: 6,000 |
8.93
Ask Size: 6,000 |
Applied Materials In... |
160.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
DJ81S5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.45 |
| Intrinsic value: |
7.22 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
7.22 |
| Time value: |
1.81 |
| Break-even: |
239.31 |
| Moneyness: |
1.48 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.44% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
2.13 |
| Rho: |
1.63 |
Quote data
| Open: |
9.03 |
| High: |
9.03 |
| Low: |
9.03 |
| Previous Close: |
9.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.12% |
| 1 Month |
|
|
+34.38% |
| 3 Months |
|
|
+43.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.02 |
7.71 |
| 1M High / 1M Low: |
9.02 |
6.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
