DZ Bank Call 160 AMAT 21.06.2024
/ DE000DJ81R58
DZ Bank Call 160 AMAT 21.06.2024/ DE000DJ81R58 /
| 2024-06-14 4:34:47 PM |
Chg.-0.170 |
Bid4:44:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.050EUR |
-2.35% |
7.040
Bid Size: 7,500 |
-
Ask Size: - |
Applied Materials In... |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ81R5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.23 |
| Intrinsic value: |
7.22 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.30 |
| Parity: |
7.22 |
| Time value: |
0.04 |
| Break-even: |
221.61 |
| Moneyness: |
1.48 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.14 |
| Omega: |
3.00 |
| Rho: |
0.03 |
Quote data
| Open: |
7.270 |
| High: |
7.310 |
| Low: |
7.000 |
| Previous Close: |
7.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.82% |
| 1 Month |
|
|
+50.64% |
| 3 Months |
|
|
+68.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.220 |
5.740 |
| 1M High / 1M Low: |
7.220 |
4.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
