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DZ Bank Call 105 HEI 21.03.2025/  DE000DJ07UB1  /

EUWAX
07/10/2024  12:19:47 Chg.+0.060 Bid12:58:27 Ask12:58:27 Underlying Strike price Expiration date Option type
0.490EUR +13.95% 0.510
Bid Size: 50,000		 0.520
Ask Size: 50,000		 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: 19.09
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.76
Time value: 0.51
Break-even: 110.10
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.42
Theta: -0.03
Omega: 7.93
Rho: 0.16
 

Quote data

Open: 0.500
High: 0.500
Low: 0.490
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month  
+88.46%
3 Months
  -34.67%
YTD  
+88.46%
1 Year  
+113.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.600 0.230
6M High / 6M Low: 1.010 0.230
High (YTD): 16/05/2024 1.010
Low (YTD): 10/09/2024 0.230
52W High: 16/05/2024 1.010
52W Low: 07/11/2023 0.110
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.592
Avg. volume 6M:   0.000
Avg. price 1Y:   0.455
Avg. volume 1Y:   0.000
Volatility 1M:   218.97%
Volatility 6M:   169.39%
Volatility 1Y:   164.71%
Volatility 3Y:   -