DZ Bank Call 92 HEI 21.03.2025
/ DE000DJ0S405
DZ Bank Call 92 HEI 21.03.2025/ DE000DJ0S405 /
| 2024-06-27 8:14:45 AM |
Chg.+0.01 |
Bid1:30:36 PM |
Ask1:30:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+0.85% |
1.26
Bid Size: 50,000 |
1.27
Ask Size: 50,000 |
HEIDELBERG MATERIALS... |
92.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S40 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.26 |
| Time value: |
0.95 |
| Break-even: |
104.10 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
3.42% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
4.95 |
| Rho: |
0.35 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.23% |
| 1 Month |
|
|
-25.79% |
| 3 Months |
|
|
-28.92% |
| YTD |
|
|
+118.52% |
| 1 Year |
|
|
+61.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.17 |
| 1M High / 1M Low: |
1.60 |
1.17 |
| 6M High / 6M Low: |
1.72 |
0.47 |
| High (YTD): |
2024-05-13 |
1.72 |
| Low (YTD): |
2024-01-03 |
0.47 |
| 52W High: |
2024-05-13 |
1.72 |
| 52W Low: |
2023-11-07 |
0.23 |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
89.63% |
| Volatility 6M: |
|
121.50% |
| Volatility 1Y: |
|
125.22% |
| Volatility 3Y: |
|
- |
