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DZ Bank Call 105 HEI 20.12.2024/  DE000DJ07UA3  /

EUWAX
2024-07-26  8:12:25 AM Chg.-0.050 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.460EUR -9.80% -
Bid Size: -		 -
Ask Size: -		 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: 17.21
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -0.52
Time value: 0.58
Break-even: 110.80
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 7.41%
Delta: 0.46
Theta: -0.03
Omega: 7.90
Rho: 0.16
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month
  -8.00%
3 Months  
+9.52%
YTD  
+155.56%
1 Year  
+142.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.460
1M High / 1M Low: 0.690 0.420
6M High / 6M Low: 0.850 0.140
High (YTD): 2024-04-02 0.850
Low (YTD): 2024-02-15 0.140
52W High: 2024-04-02 0.850
52W Low: 2023-11-02 0.060
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.473
Avg. volume 6M:   0.000
Avg. price 1Y:   0.309
Avg. volume 1Y:   0.000
Volatility 1M:   169.81%
Volatility 6M:   185.54%
Volatility 1Y:   199.84%
Volatility 3Y:   -