DZ Bank Call 75 HEI 20.06.2025
/ DE000DJ3MYN7
DZ Bank Call 75 HEI 20.06.2025/ DE000DJ3MYN7 /
| 2024-07-26 8:14:43 AM |
Chg.-0.14 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
-4.95% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
75.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
DJ3MYN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
2.48 |
| Time value: |
0.45 |
| Break-even: |
104.30 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
1.38% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.00 |
| Rho: |
0.53 |
Quote data
| Open: |
2.69 |
| High: |
2.69 |
| Low: |
2.69 |
| Previous Close: |
2.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.66% |
| 1 Month |
|
|
+1.13% |
| 3 Months |
|
|
+19.56% |
| YTD |
|
|
+99.26% |
| 1 Year |
|
|
+127.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
2.69 |
| 1M High / 1M Low: |
3.16 |
2.47 |
| 6M High / 6M Low: |
3.16 |
1.43 |
| High (YTD): |
2024-07-23 |
3.16 |
| Low (YTD): |
2024-01-03 |
1.23 |
| 52W High: |
2024-07-23 |
3.16 |
| 52W Low: |
2023-10-20 |
0.66 |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
73.07% |
| Volatility 6M: |
|
77.02% |
| Volatility 1Y: |
|
84.14% |
| Volatility 3Y: |
|
- |
