DZ Bank Call 77.5 HEI 19.12.2025
/ DE000DJ65MZ5
DZ Bank Call 77.5 HEI 19.12.2025/ DE000DJ65MZ5 /
| 10/9/2024 8:11:01 AM |
Chg.-0.07 |
Bid1:13:12 PM |
Ask1:13:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
-2.87% |
2.45
Bid Size: 50,000 |
2.47
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: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
1.91 |
| Time value: |
0.55 |
| Break-even: |
102.10 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
3.36% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.34 |
| Rho: |
0.69 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.25% |
| 1 Month |
|
|
+15.05% |
| 3 Months |
|
|
-15.05% |
| YTD |
|
|
+66.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.40 |
| 1M High / 1M Low: |
2.70 |
1.88 |
| 6M High / 6M Low: |
3.10 |
1.77 |
| High (YTD): |
7/23/2024 |
3.10 |
| Low (YTD): |
1/3/2024 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.77% |
| Volatility 6M: |
|
77.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
