DZ Bank Call 44 HEI 20.09.2024
/ DE000DW7HE86
DZ Bank Call 44 HEI 20.09.2024/ DE000DW7HE86 /
| 2024-07-26 8:09:04 AM |
Chg.-0.17 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
-3.07% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
44.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-09-19 |
| 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: |
5.37 |
| High: |
5.37 |
| Low: |
5.37 |
| Previous Close: |
5.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.61% |
| 1 Month |
|
|
+1.70% |
| 3 Months |
|
|
+8.70% |
| YTD |
|
|
+43.20% |
| 1 Year |
|
|
+66.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.91 |
5.37 |
| 1M High / 1M Low: |
5.91 |
5.15 |
| 6M High / 6M Low: |
5.91 |
3.87 |
| High (YTD): |
2024-07-23 |
5.91 |
| Low (YTD): |
2024-01-03 |
3.56 |
| 52W High: |
2024-07-23 |
5.91 |
| 52W Low: |
2023-10-20 |
2.34 |
| Avg. price 1W: |
|
5.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.69% |
| Volatility 6M: |
|
43.84% |
| Volatility 1Y: |
|
47.30% |
| Volatility 3Y: |
|
- |
