DZ Bank Call 72.5 HEI 19.12.2025
/ DE000DJ5J5S6
DZ Bank Call 72.5 HEI 19.12.2025/ DE000DJ5J5S6 /
| 09/10/2024 08:22:25 |
Chg.-0.07 |
Bid15:05:25 |
Ask15:05:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-2.47% |
2.82
Bid Size: 50,000 |
2.84
Ask Size: 50,000 |
HEIDELBERG MATERIALS... |
72.50 EUR |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
20/10/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
2.41 |
| Time value: |
0.45 |
| Break-even: |
101.10 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
2.88% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.02 |
| Rho: |
0.69 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.43% |
| 1 Month |
|
|
+13.58% |
| 3 Months |
|
|
-13.21% |
| YTD |
|
|
+63.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.79 |
| 1M High / 1M Low: |
3.11 |
2.25 |
| 6M High / 6M Low: |
3.44 |
2.09 |
| High (YTD): |
23/07/2024 |
3.44 |
| Low (YTD): |
03/01/2024 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.27% |
| Volatility 6M: |
|
68.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
