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DZ Bank Call 105 HEI 20.09.2024/  DE000DJ07T99  /

EUWAX
12/07/2024  08:12:44 Chg.+0.040 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.290EUR +16.00% -
Bid Size: -		 -
Ask Size: -		 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: 30.23
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -0.52
Time value: 0.33
Break-even: 108.30
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 13.79%
Delta: 0.39
Theta: -0.04
Omega: 11.80
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+7.41%
3 Months
  -23.68%
YTD  
+190.00%
1 Year  
+222.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.250
1M High / 1M Low: 0.340 0.170
6M High / 6M Low: 0.630 0.070
High (YTD): 02/04/2024 0.630
Low (YTD): 15/02/2024 0.070
52W High: 02/04/2024 0.630
52W Low: 21/11/2023 0.008
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.168
Avg. volume 1Y:   0.000
Volatility 1M:   292.39%
Volatility 6M:   270.31%
Volatility 1Y:   448.05%
Volatility 3Y:   -