DZ Bank Call 77.5 HEI 20.06.2025
/ DE000DJ391B8
DZ Bank Call 77.5 HEI 20.06.2025/ DE000DJ391B8 /
7/26/2024 9:34:27 PM |
Chg.+0.160 |
Bid9:58:38 PM |
Ask9:58:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
+6.40% |
2.680 Bid Size: 5,000 |
2.720 Ask Size: 5,000 |
HEIDELBERG MATERIALS... |
77.50 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DJ391B |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 EUR |
Maturity: |
6/20/2025 |
Issue date: |
7/20/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
2.23 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
2.23 |
Time value: |
0.49 |
Break-even: |
104.70 |
Moneyness: |
1.29 |
Premium: |
0.05 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
1.49% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
3.17 |
Rho: |
0.53 |
Quote data
Open: |
2.470 |
High: |
2.680 |
Low: |
2.470 |
Previous Close: |
2.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.92% |
1 Month |
|
|
+9.47% |
3 Months |
|
|
+22.02% |
YTD |
|
|
+123.53% |
1 Year |
|
|
+150.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.860 |
2.500 |
1M High / 1M Low: |
2.940 |
2.290 |
6M High / 6M Low: |
2.940 |
1.270 |
High (YTD): |
7/16/2024 |
2.940 |
Low (YTD): |
1/3/2024 |
1.090 |
52W High: |
7/16/2024 |
2.940 |
52W Low: |
10/20/2023 |
0.550 |
Avg. price 1W: |
|
2.706 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.653 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.242 |
Avg. volume 6M: |
|
11.654 |
Avg. price 1Y: |
|
1.605 |
Avg. volume 1Y: |
|
8.235 |
Volatility 1M: |
|
77.93% |
Volatility 6M: |
|
82.04% |
Volatility 1Y: |
|
88.33% |
Volatility 3Y: |
|
- |