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DZ Bank Call 76 HEI 21.03.2025/  DE000DJ0S4V7  /

Frankfurt Zert./DZB
28/06/2024  21:34:36 Chg.-0.020 Bid21:59:44 Ask21:59:44 Underlying Strike price Expiration date Option type
2.480EUR -0.80% 2.500
Bid Size: 5,000		 2.540
Ask Size: 5,000		 HEIDELBERG MATERIALS... 76.00 - 21/03/2025 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: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 2.08
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 2.08
Time value: 0.46
Break-even: 101.40
Moneyness: 1.27
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.60%
Delta: 0.85
Theta: -0.02
Omega: 3.25
Rho: 0.41
 

Quote data

Open: 2.520
High: 2.550
Low: 2.460
Previous Close: 2.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.30%
1 Month
  -1.20%
3 Months
  -13.29%
YTD  
+100.00%
1 Year  
+77.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 2.300
1M High / 1M Low: 2.700 2.290
6M High / 6M Low: 2.930 1.120
High (YTD): 10/05/2024 2.930
Low (YTD): 03/01/2024 1.120
52W High: 10/05/2024 2.930
52W Low: 20/10/2023 0.570
Avg. price 1W:   2.390
Avg. volume 1W:   0.000
Avg. price 1M:   2.434
Avg. volume 1M:   0.000
Avg. price 6M:   2.080
Avg. volume 6M:   0.000
Avg. price 1Y:   1.510
Avg. volume 1Y:   0.000
Volatility 1M:   77.27%
Volatility 6M:   87.31%
Volatility 1Y:   93.90%
Volatility 3Y:   -