DZ Bank Call 105 HEI 21.03.2025
/ DE000DJ07UB1
DZ Bank Call 105 HEI 21.03.2025/ DE000DJ07UB1 /
| 08/11/2024 12:42:53 |
Chg.+0.41 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+42.27% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
105.00 - |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
20/04/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
1.13 |
| Time value: |
0.45 |
| Break-even: |
120.70 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.61% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
5.63 |
| Rho: |
0.26 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.38 |
| Previous Close: |
0.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+150.91% |
| 1 Month |
|
|
+213.64% |
| 3 Months |
|
|
+392.86% |
| YTD |
|
|
+430.77% |
| 1 Year |
|
|
+762.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
0.59 |
| 1M High / 1M Low: |
1.38 |
0.35 |
| 6M High / 6M Low: |
1.38 |
0.23 |
| High (YTD): |
08/11/2024 |
1.38 |
| Low (YTD): |
10/09/2024 |
0.23 |
| 52W High: |
08/11/2024 |
1.38 |
| 52W Low: |
17/11/2023 |
0.14 |
| Avg. price 1W: |
|
0.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
256.00% |
| Volatility 6M: |
|
189.09% |
| Volatility 1Y: |
|
172.42% |
| Volatility 3Y: |
|
- |
