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DZ Bank Call 100 HEI 20.12.2024/  DE000DJ0Z855  /

EUWAX
10/7/2024  8:10:46 AM Chg.+0.070 Bid10:29:03 AM Ask10:29:03 AM Underlying Strike price Expiration date Option type
0.480EUR +17.07% 0.480
Bid Size: 50,000		 0.490
Ask Size: 50,000		 HEIDELBERG MATERIALS... 100.00 - 12/20/2024 Call
 

Master data

WKN: DJ0Z85
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 12/20/2024
Issue date: 4/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.48
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.26
Time value: 0.50
Break-even: 105.00
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.48
Theta: -0.04
Omega: 9.30
Rho: 0.08
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+118.18%
3 Months
  -37.66%
YTD  
+100.00%
1 Year  
+140.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.620 0.200
6M High / 6M Low: 1.030 0.190
High (YTD): 4/2/2024 1.070
Low (YTD): 8/13/2024 0.190
52W High: 4/2/2024 1.070
52W Low: 11/7/2023 0.090
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   0.588
Avg. volume 6M:   3.876
Avg. price 1Y:   0.446
Avg. volume 1Y:   3.937
Volatility 1M:   258.82%
Volatility 6M:   195.16%
Volatility 1Y:   197.37%
Volatility 3Y:   -