DZ Bank Call 77.5 HEI 19.12.2025
/ DE000DJ65MZ5
DZ Bank Call 77.5 HEI 19.12.2025/ DE000DJ65MZ5 /
| 11/12/2024 8:09:45 AM |
Chg.-0.16 |
Bid12:15:26 PM |
Ask12:15:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.45EUR |
-3.47% |
4.47
Bid Size: 50,000 |
4.50
Ask Size: 50,000 |
HEIDELBERG MATERIALS... |
77.50 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
DJ65MZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
4.36 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
4.36 |
| Time value: |
0.30 |
| Break-even: |
124.10 |
| Moneyness: |
1.56 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.12 |
| Spread %: |
2.64% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.52 |
| Rho: |
0.78 |
Quote data
| Open: |
4.45 |
| High: |
4.45 |
| Low: |
4.45 |
| Previous Close: |
4.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.36% |
| 1 Month |
|
|
+74.51% |
| 3 Months |
|
|
+141.85% |
| YTD |
|
|
+213.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.61 |
2.81 |
| 1M High / 1M Low: |
4.61 |
2.31 |
| 6M High / 6M Low: |
4.61 |
1.77 |
| High (YTD): |
11/11/2024 |
4.61 |
| Low (YTD): |
1/3/2024 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.03% |
| Volatility 6M: |
|
89.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
