DZ Bank Call 84 HEI 20.09.2024
/ DE000DW81GV6
DZ Bank Call 84 HEI 20.09.2024/ DE000DW81GV6 /
9/2/2024 8:09:01 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.16EUR |
- |
- Bid Size: - |
- Ask Size: - |
HEIDELBERG MATERIALS... |
84.00 - |
9/20/2024 |
Call |
Master data
WKN: |
DW81GV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
84.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/11/2023 |
Last trading day: |
9/2/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.61 |
Historic volatility: |
0.23 |
Parity: |
0.87 |
Time value: |
0.14 |
Break-even: |
94.10 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.11 |
Omega: |
7.39 |
Rho: |
0.03 |
Quote data
Open: |
1.16 |
High: |
1.16 |
Low: |
1.16 |
Previous Close: |
1.15 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+13.73% |
1 Month |
|
|
+70.59% |
3 Months |
|
|
-12.12% |
YTD |
|
|
+107.14% |
1 Year |
|
|
+231.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.16 |
1.02 |
1M High / 1M Low: |
1.16 |
0.55 |
6M High / 6M Low: |
2.00 |
0.55 |
High (YTD): |
7/23/2024 |
2.00 |
Low (YTD): |
1/3/2024 |
0.46 |
52W High: |
7/23/2024 |
2.00 |
52W Low: |
11/7/2023 |
0.18 |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.38 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.93 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
155.36% |
Volatility 6M: |
|
147.52% |
Volatility 1Y: |
|
159.46% |
Volatility 3Y: |
|
- |