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DZ Bank Call 44 HEI 20.09.2024/  DE000DW7HE86  /

Frankfurt Zert./DZB
8/30/2024  9:34:44 PM Chg.+0.060 Bid8:07:07 AM Ask8:07:07 AM Underlying Strike price Expiration date Option type
5.140EUR +1.18% 5.110
Bid Size: 20,000		 5.230
Ask Size: 20,000		 HEIDELBERG MATERIALS... 44.00 - 9/20/2024 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: 9/20/2024
Issue date: 11/9/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.82
Leverage: Yes

Calculated values

Fair value: 5.17
Intrinsic value: 5.17
Implied volatility: 2.21
Historic volatility: 0.23
Parity: 5.17
Time value: 0.10
Break-even: 96.70
Moneyness: 2.17
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.12
Spread %: 2.33%
Delta: 0.96
Theta: -0.11
Omega: 1.74
Rho: 0.02
 

Quote data

Open: 5.090
High: 5.170
Low: 5.090
Previous Close: 5.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.21%
1 Month  
+11.26%
3 Months
  -0.77%
YTD  
+36.70%
1 Year  
+65.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.140 4.970
1M High / 1M Low: 5.140 4.310
6M High / 6M Low: 5.880 4.310
High (YTD): 7/16/2024 5.880
Low (YTD): 1/3/2024 3.560
52W High: 7/16/2024 5.880
52W Low: 10/20/2023 2.330
Avg. price 1W:   5.028
Avg. volume 1W:   0.000
Avg. price 1M:   4.664
Avg. volume 1M:   0.000
Avg. price 6M:   5.182
Avg. volume 6M:   0.000
Avg. price 1Y:   4.287
Avg. volume 1Y:   0.000
Volatility 1M:   31.71%
Volatility 6M:   40.50%
Volatility 1Y:   46.46%
Volatility 3Y:   -