DZ Bank Call 82.5 HEI 19.12.2025
/ DE000DJ7S0Y2
DZ Bank Call 82.5 HEI 19.12.2025/ DE000DJ7S0Y2 /
| 30/07/2024 08:05:42 |
Chg.-0.37 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
-14.98% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
82.50 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ7S0Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
19/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
1.62 |
| Time value: |
0.77 |
| Break-even: |
106.40 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.70% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.36 |
| Rho: |
0.78 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.51% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
+1.45% |
| YTD |
|
|
+77.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.27 |
| 1M High / 1M Low: |
2.71 |
2.12 |
| 6M High / 6M Low: |
2.71 |
1.22 |
| High (YTD): |
23/07/2024 |
2.71 |
| Low (YTD): |
03/01/2024 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.49% |
| Volatility 6M: |
|
80.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
