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DZ Bank Call 92 HEI 20.09.2024/  DE000DW9NHK6  /

EUWAX
9/5/2024  8:04:04 AM Chg.-0.060 Bid6:45:34 PM Ask6:45:34 PM Underlying Strike price Expiration date Option type
0.250EUR -19.35% 0.210
Bid Size: 20,000		 0.290
Ask Size: 20,000		 HEIDELBERG MATERIALS... 92.00 - 9/20/2024 Call
 

Master data

WKN: DW9NHK
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 9/20/2024
Issue date: 1/31/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.25
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.07
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 0.07
Time value: 0.27
Break-even: 95.40
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 1.03
Spread abs.: 0.08
Spread %: 30.77%
Delta: 0.56
Theta: -0.10
Omega: 15.22
Rho: 0.02
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.43%
1 Month  
+4.17%
3 Months
  -66.67%
YTD
  -13.79%
1 Year  
+31.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.310
1M High / 1M Low: 0.510 0.130
6M High / 6M Low: 1.350 0.130
High (YTD): 4/2/2024 1.350
Low (YTD): 8/13/2024 0.130
52W High: 4/2/2024 1.350
52W Low: 11/7/2023 0.090
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.788
Avg. volume 6M:   0.000
Avg. price 1Y:   0.517
Avg. volume 1Y:   0.000
Volatility 1M:   350.10%
Volatility 6M:   231.52%
Volatility 1Y:   221.13%
Volatility 3Y:   -