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DZ Bank Call 72.5 HEI 19.12.2025/  DE000DJ5J5S6  /

EUWAX
11/12/2024  8:18:49 AM Chg.-0.16 Bid9:15:25 AM Ask9:15:25 AM Underlying Strike price Expiration date Option type
4.92EUR -3.15% 5.05
Bid Size: 50,000		 5.08
Ask Size: 50,000		 HEIDELBERG MATERIALS... 72.50 EUR 12/19/2025 Call
 

Master data

WKN: DJ5J5S
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 72.50 EUR
Maturity: 12/19/2025
Issue date: 10/20/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.37
Leverage: Yes

Calculated values

Fair value: 5.11
Intrinsic value: 4.86
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 4.86
Time value: 0.26
Break-even: 123.70
Moneyness: 1.67
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.12
Spread %: 2.40%
Delta: 0.99
Theta: -0.01
Omega: 2.33
Rho: 0.75
 

Quote data

Open: 4.92
High: 4.92
Low: 4.92
Previous Close: 5.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.85%
1 Month  
+66.78%
3 Months  
+126.73%
YTD  
+191.12%
1 Year  
+364.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.08 3.24
1M High / 1M Low: 5.08 2.72
6M High / 6M Low: 5.08 2.09
High (YTD): 11/11/2024 5.08
Low (YTD): 1/3/2024 1.55
52W High: 11/11/2024 5.08
52W Low: 11/13/2023 1.08
Avg. price 1W:   4.02
Avg. volume 1W:   0.00
Avg. price 1M:   3.19
Avg. volume 1M:   0.00
Avg. price 6M:   2.89
Avg. volume 6M:   0.00
Avg. price 1Y:   2.50
Avg. volume 1Y:   0.00
Volatility 1M:   95.36%
Volatility 6M:   74.68%
Volatility 1Y:   73.66%
Volatility 3Y:   -