DZ Bank Call 76 HEI 21.03.2025/  DE000DJ0S4V7  /

EUWAX
2024-07-26  8:14:11 AM Chg.-0.13 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
2.54EUR -4.87% -
Bid Size: -
-
Ask Size: -
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: 3.59
Leverage: Yes

Calculated values

Fair value: 2.59
Intrinsic value: 2.38
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 2.38
Time value: 0.40
Break-even: 103.80
Moneyness: 1.31
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.46%
Delta: 0.87
Theta: -0.02
Omega: 3.13
Rho: 0.38
 

Quote data

Open: 2.54
High: 2.54
Low: 2.54
Previous Close: 2.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.81%
1 Month  
+1.20%
3 Months  
+20.95%
YTD  
+103.20%
1 Year  
+137.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.02 2.54
1M High / 1M Low: 3.02 2.32
6M High / 6M Low: 3.02 1.28
High (YTD): 2024-07-23 3.02
Low (YTD): 2024-01-03 1.12
52W High: 2024-07-23 3.02
52W Low: 2023-11-07 0.58
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.70
Avg. volume 1M:   0.00
Avg. price 6M:   2.28
Avg. volume 6M:   0.00
Avg. price 1Y:   1.64
Avg. volume 1Y:   0.00
Volatility 1M:   79.81%
Volatility 6M:   83.58%
Volatility 1Y:   89.93%
Volatility 3Y:   -