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DZ Bank Call 76 HEI 21.03.2025/  DE000DJ0S4V7  /

Frankfurt Zert./DZB
7/12/2024  9:34:57 PM Chg.+0.230 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
2.950EUR +8.46% 2.930
Bid Size: 5,000		 2.970
Ask Size: 5,000		 HEIDELBERG MATERIALS... 76.00 - 3/21/2025 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: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 2.38
Implied volatility: 0.35
Historic volatility: 0.22
Parity: 2.38
Time value: 0.38
Break-even: 103.60
Moneyness: 1.31
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.47%
Delta: 0.88
Theta: -0.02
Omega: 3.18
Rho: 0.41
 

Quote data

Open: 2.740
High: 2.970
Low: 2.690
Previous Close: 2.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.49%
1 Month  
+9.26%
3 Months  
+25.53%
YTD  
+137.90%
1 Year  
+210.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.740 2.570
1M High / 1M Low: 2.740 2.290
6M High / 6M Low: 2.930 1.260
High (YTD): 5/10/2024 2.930
Low (YTD): 1/3/2024 1.120
52W High: 5/10/2024 2.930
52W Low: 10/20/2023 0.570
Avg. price 1W:   2.656
Avg. volume 1W:   0.000
Avg. price 1M:   2.503
Avg. volume 1M:   0.000
Avg. price 6M:   2.163
Avg. volume 6M:   0.000
Avg. price 1Y:   1.559
Avg. volume 1Y:   0.000
Volatility 1M:   73.17%
Volatility 6M:   85.80%
Volatility 1Y:   92.01%
Volatility 3Y:   -