DZ Bank Call 67.5 HEI 19.12.2025
/ DE000DJ6CAA8
DZ Bank Call 67.5 HEI 19.12.2025/ DE000DJ6CAA8 /
| 2024-07-05 9:34:39 PM |
Chg.0.000 |
Bid9:58:18 PM |
Ask9:58:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.530EUR |
0.00% |
3.530
Bid Size: 5,000 |
3.610
Ask Size: 5,000 |
HEIDELBERG MATERIALS... |
67.50 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ6CAA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
3.09 |
| Time value: |
0.52 |
| Break-even: |
103.60 |
| Moneyness: |
1.46 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
2.27% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.49 |
| Rho: |
0.78 |
Quote data
| Open: |
3.540 |
| High: |
3.650 |
| Low: |
3.500 |
| Previous Close: |
3.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.69% |
| 1 Month |
|
|
+6.97% |
| 3 Months |
|
|
+4.13% |
| YTD |
|
|
+74.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.530 |
3.200 |
| 1M High / 1M Low: |
3.580 |
3.170 |
| 6M High / 6M Low: |
3.770 |
2.040 |
| High (YTD): |
2024-05-10 |
3.770 |
| Low (YTD): |
2024-01-03 |
1.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.949 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.27% |
| Volatility 6M: |
|
62.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
