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DZ Bank Call 105 HEI 20.12.2024/  DE000DJ07UA3  /

Frankfurt Zert./DZB
2024-07-05  9:34:57 PM Chg.+0.010 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.550EUR +1.85% 0.550
Bid Size: 5,000		 0.590
Ask Size: 5,000		 HEIDELBERG MATERIALS... 105.00 - 2024-12-20 Call
 

Master data

WKN: DJ07UA
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-12-20
Issue date: 2023-04-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.68
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.66
Time value: 0.59
Break-even: 110.90
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.45
Theta: -0.03
Omega: 7.43
Rho: 0.17
 

Quote data

Open: 0.550
High: 0.610
Low: 0.520
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.58%
1 Month  
+12.24%
3 Months
  -16.67%
YTD  
+223.53%
1 Year  
+266.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.410
1M High / 1M Low: 0.590 0.400
6M High / 6M Low: 0.830 0.140
High (YTD): 2024-05-15 0.830
Low (YTD): 2024-02-14 0.140
52W High: 2024-05-15 0.830
52W Low: 2023-11-20 0.070
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.479
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   200.20%
Volatility 6M:   194.69%
Volatility 1Y:   200.66%
Volatility 3Y:   -