DZ Bank Call 75 HEI 21.03.2025
/ DE000DJ0S4U9
DZ Bank Call 75 HEI 21.03.2025/ DE000DJ0S4U9 /
| 2024-07-26 8:14:11 AM |
Chg.-0.14 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
-5.11% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
75.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S4U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
2.48 |
| Time value: |
0.37 |
| Break-even: |
103.50 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.42% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.09 |
| Rho: |
0.39 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.60 |
| Previous Close: |
2.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.16% |
| 1 Month |
|
|
+1.17% |
| 3 Months |
|
|
+19.82% |
| YTD |
|
|
+104.72% |
| 1 Year |
|
|
+142.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.60 |
| 1M High / 1M Low: |
3.10 |
2.39 |
| 6M High / 6M Low: |
3.10 |
1.33 |
| High (YTD): |
2024-07-23 |
3.10 |
| Low (YTD): |
2024-01-03 |
1.15 |
| 52W High: |
2024-07-23 |
3.10 |
| 52W Low: |
2023-11-07 |
0.58 |
| Avg. price 1W: |
|
2.88 |
| Avg. volume 1W: |
|
120 |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
28.57 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
9.45 |
| Avg. price 1Y: |
|
1.68 |
| Avg. volume 1Y: |
|
10.59 |
| Volatility 1M: |
|
73.63% |
| Volatility 6M: |
|
81.14% |
| Volatility 1Y: |
|
90.68% |
| Volatility 3Y: |
|
- |
