DZ Bank Call 105 HEI 20.12.2024
/ DE000DJ07UA3
DZ Bank Call 105 HEI 20.12.2024/ DE000DJ07UA3 /
| 11/8/2024 12:42:53 PM |
Chg.+0.41 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+60.29% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
105.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/20/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
1.13 |
| Time value: |
0.18 |
| Break-even: |
118.00 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
3.17% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
7.38 |
| Rho: |
0.09 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.09 |
| Previous Close: |
0.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+289.29% |
| 1 Month |
|
|
+419.05% |
| 3 Months |
|
|
+678.57% |
| YTD |
|
|
+505.56% |
| 1 Year |
|
|
+1457.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.31 |
| 1M High / 1M Low: |
1.09 |
0.15 |
| 6M High / 6M Low: |
1.09 |
0.10 |
| High (YTD): |
11/8/2024 |
1.09 |
| Low (YTD): |
9/10/2024 |
0.10 |
| 52W High: |
11/8/2024 |
1.09 |
| 52W Low: |
11/20/2023 |
0.07 |
| Avg. price 1W: |
|
0.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.33 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
396.63% |
| Volatility 6M: |
|
281.10% |
| Volatility 1Y: |
|
243.48% |
| Volatility 3Y: |
|
- |
