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DZ Bank Call 80 HEI 19.12.2025/  DE000DJ52U09  /

EUWAX
11/12/2024  8:09:29 AM Chg.-0.16 Bid9:31:25 AM Ask9:31:25 AM Underlying Strike price Expiration date Option type
4.22EUR -3.65% 4.34
Bid Size: 50,000		 4.37
Ask Size: 50,000		 HEIDELBERG MATERIALS... 80.00 EUR 12/19/2025 Call
 

Master data

WKN: DJ52U0
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 12/19/2025
Issue date: 11/1/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 4.41
Intrinsic value: 4.11
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 4.11
Time value: 0.32
Break-even: 124.30
Moneyness: 1.51
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.12
Spread %: 2.78%
Delta: 0.96
Theta: -0.01
Omega: 2.63
Rho: 0.80
 

Quote data

Open: 4.22
High: 4.22
Low: 4.22
Previous Close: 4.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.31%
1 Month  
+81.90%
3 Months  
+158.90%
YTD  
+219.70%
1 Year  
+434.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.38 2.60
1M High / 1M Low: 4.38 2.09
6M High / 6M Low: 4.38 1.56
High (YTD): 11/11/2024 4.38
Low (YTD): 1/3/2024 1.20
52W High: 11/11/2024 4.38
52W Low: 11/13/2023 0.79
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.59
Avg. volume 1M:   0.00
Avg. price 6M:   2.31
Avg. volume 6M:   3.82
Avg. price 1Y:   1.99
Avg. volume 1Y:   1.96
Volatility 1M:   144.75%
Volatility 6M:   97.36%
Volatility 1Y:   90.34%
Volatility 3Y:   -