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DZ Bank Call 44 HEI 20.09.2024/  DE000DW7HE86  /

Frankfurt Zert./DZB
26/07/2024  21:34:37 Chg.+0.200 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
5.590EUR +3.71% 5.600
Bid Size: 5,000		 5.680
Ask Size: 5,000		 HEIDELBERG MATERIALS... 44.00 - 20/09/2024 Call
 

Master data

WKN: DW7HE8
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 20/09/2024
Issue date: 09/11/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.76
Leverage: Yes

Calculated values

Fair value: 5.61
Intrinsic value: 5.58
Implied volatility: 1.32
Historic volatility: 0.22
Parity: 5.58
Time value: 0.10
Break-even: 100.80
Moneyness: 2.27
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 1.43%
Delta: 0.97
Theta: -0.04
Omega: 1.70
Rho: 0.06
 

Quote data

Open: 5.350
High: 5.610
Low: 5.350
Previous Close: 5.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.41%
1 Month  
+6.68%
3 Months  
+9.82%
YTD  
+48.67%
1 Year  
+73.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.800 5.390
1M High / 1M Low: 5.880 5.120
6M High / 6M Low: 5.880 3.860
High (YTD): 16/07/2024 5.880
Low (YTD): 03/01/2024 3.560
52W High: 16/07/2024 5.880
52W Low: 20/10/2023 2.330
Avg. price 1W:   5.626
Avg. volume 1W:   0.000
Avg. price 1M:   5.546
Avg. volume 1M:   0.000
Avg. price 6M:   5.074
Avg. volume 6M:   0.000
Avg. price 1Y:   4.140
Avg. volume 1Y:   0.000
Volatility 1M:   41.94%
Volatility 6M:   41.99%
Volatility 1Y:   45.83%
Volatility 3Y:   -