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DZ Bank Call 76 HEI 21.03.2025/  DE000DJ0S4V7  /

Frankfurt Zert./DZB
2024-07-05  9:34:33 PM Chg.0.000 Bid9:58:18 PM Ask9:58:18 PM Underlying Strike price Expiration date Option type
2.670EUR 0.00% 2.670
Bid Size: 5,000		 2.710
Ask Size: 5,000		 HEIDELBERG MATERIALS... 76.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S4V
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 2.48
Intrinsic value: 2.24
Implied volatility: 0.38
Historic volatility: 0.23
Parity: 2.24
Time value: 0.47
Break-even: 103.10
Moneyness: 1.30
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.50%
Delta: 0.85
Theta: -0.02
Omega: 3.10
Rho: 0.40
 

Quote data

Open: 2.680
High: 2.770
Low: 2.620
Previous Close: 2.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.66%
1 Month  
+10.79%
3 Months  
+4.71%
YTD  
+115.32%
1 Year  
+144.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.670 2.340
1M High / 1M Low: 2.700 2.290
6M High / 6M Low: 2.930 1.260
High (YTD): 2024-05-10 2.930
Low (YTD): 2024-01-03 1.120
52W High: 2024-05-10 2.930
52W Low: 2023-10-20 0.570
Avg. price 1W:   2.540
Avg. volume 1W:   0.000
Avg. price 1M:   2.460
Avg. volume 1M:   0.000
Avg. price 6M:   2.126
Avg. volume 6M:   0.000
Avg. price 1Y:   1.533
Avg. volume 1Y:   0.000
Volatility 1M:   83.07%
Volatility 6M:   86.61%
Volatility 1Y:   92.79%
Volatility 3Y:   -