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DZ Bank Call 105 HEI 20.09.2024/  DE000DJ07T99  /

Frankfurt Zert./DZB
05/07/2024  21:34:40 Chg.+0.010 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
0.280EUR +3.70% 0.280
Bid Size: 5,000		 0.320
Ask Size: 5,000		 HEIDELBERG MATERIALS... 105.00 - 20/09/2024 Call
 

Master data

WKN: DJ07T9
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 20/09/2024
Issue date: 20/04/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.76
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.66
Time value: 0.32
Break-even: 108.20
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 14.29%
Delta: 0.37
Theta: -0.04
Omega: 11.28
Rho: 0.07
 

Quote data

Open: 0.270
High: 0.320
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+12.00%
3 Months
  -39.13%
YTD  
+211.11%
1 Year  
+180.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.170
1M High / 1M Low: 0.320 0.160
6M High / 6M Low: 0.620 0.070
High (YTD): 28/03/2024 0.620
Low (YTD): 15/02/2024 0.070
52W High: 28/03/2024 0.620
52W Low: 20/11/2023 0.009
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.231
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   0.164
Avg. volume 1Y:   0.000
Volatility 1M:   347.19%
Volatility 6M:   278.26%
Volatility 1Y:   536.97%
Volatility 3Y:   -