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DZ Bank Call 95 HEI 21.03.2025/  DE000DJ0S413  /

Frankfurt Zert./DZB
8/9/2024  9:35:10 PM Chg.-0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.540EUR -5.26% 0.560
Bid Size: 5,000		 0.600
Ask Size: 5,000		 HEIDELBERG MATERIALS... 95.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S41
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.73
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.66
Time value: 0.60
Break-even: 101.00
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 7.14%
Delta: 0.45
Theta: -0.02
Omega: 6.70
Rho: 0.21
 

Quote data

Open: 0.560
High: 0.590
Low: 0.540
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month
  -54.24%
3 Months
  -64.71%
YTD  
+17.39%
1 Year  
+12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.530
1M High / 1M Low: 1.490 0.530
6M High / 6M Low: 1.530 0.440
High (YTD): 5/15/2024 1.530
Low (YTD): 1/3/2024 0.400
52W High: 5/15/2024 1.530
52W Low: 11/7/2023 0.200
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   1.087
Avg. volume 1M:   0.000
Avg. price 6M:   1.057
Avg. volume 6M:   0.000
Avg. price 1Y:   0.722
Avg. volume 1Y:   0.000
Volatility 1M:   149.01%
Volatility 6M:   137.14%
Volatility 1Y:   132.08%
Volatility 3Y:   -