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DZ Bank Call 76 HEI 21.03.2025/  DE000DJ0S4V7  /

Frankfurt Zert./DZB
2024-06-27  1:08:21 PM Chg.+0.120 Bid1:26:25 PM Ask1:26:25 PM Underlying Strike price Expiration date Option type
2.430EUR +5.19% 2.430
Bid Size: 50,000		 2.440
Ask Size: 50,000		 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: 4.02
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 1.86
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 1.86
Time value: 0.49
Break-even: 99.50
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.73%
Delta: 0.83
Theta: -0.02
Omega: 3.35
Rho: 0.40
 

Quote data

Open: 2.320
High: 2.430
Low: 2.320
Previous Close: 2.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.41%
1 Month
  -14.13%
3 Months
  -13.52%
YTD  
+95.97%
1 Year  
+85.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.440 2.290
1M High / 1M Low: 2.830 2.290
6M High / 6M Low: 2.930 1.120
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:   2.340
Avg. volume 1W:   0.000
Avg. price 1M:   2.463
Avg. volume 1M:   0.000
Avg. price 6M:   2.054
Avg. volume 6M:   0.000
Avg. price 1Y:   1.500
Avg. volume 1Y:   0.000
Volatility 1M:   72.80%
Volatility 6M:   86.45%
Volatility 1Y:   93.45%
Volatility 3Y:   -