DZ Bank Call 67.5 HEI 19.12.2025
/ DE000DJ6CAA8
DZ Bank Call 67.5 HEI 19.12.2025/ DE000DJ6CAA8 /
| 2024-09-05 8:07:38 AM |
Chg.-0.08 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
-2.76% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
2.52 |
| Time value: |
0.39 |
| Break-even: |
96.60 |
| Moneyness: |
1.37 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
2.83% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.95 |
| Rho: |
0.73 |
Quote data
| Open: |
2.82 |
| High: |
2.82 |
| Low: |
2.82 |
| Previous Close: |
2.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.44% |
| 1 Month |
|
|
+7.63% |
| 3 Months |
|
|
-12.42% |
| YTD |
|
|
+39.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.82 |
| 1M High / 1M Low: |
3.17 |
2.47 |
| 6M High / 6M Low: |
3.91 |
2.46 |
| High (YTD): |
2024-07-23 |
3.91 |
| Low (YTD): |
2024-01-03 |
1.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.79% |
| Volatility 6M: |
|
63.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
