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DZ Bank Call 105 HEI 21.03.2025/  DE000DJ07UB1  /

EUWAX
2024-07-05  8:13:50 AM Chg.+0.060 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.750EUR +8.70% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 105.00 - 2025-03-21 Call
 

Master data

WKN: DJ07UB
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.46
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.66
Time value: 0.79
Break-even: 112.90
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.48
Theta: -0.02
Omega: 6.04
Rho: 0.28
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+15.38%
3 Months     0.00%
YTD  
+188.46%
1 Year  
+108.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.610
1M High / 1M Low: 0.810 0.590
6M High / 6M Low: 1.010 0.230
High (YTD): 2024-05-16 1.010
Low (YTD): 2024-02-15 0.230
52W High: 2024-05-16 1.010
52W Low: 2023-11-07 0.110
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   0.577
Avg. volume 6M:   0.000
Avg. price 1Y:   0.398
Avg. volume 1Y:   0.000
Volatility 1M:   138.65%
Volatility 6M:   158.43%
Volatility 1Y:   149.63%
Volatility 3Y:   -