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DZ Bank Call 95 HEI 21.03.2025/  DE000DJ0S413  /

Frankfurt Zert./DZB
10/16/2024  4:04:31 PM Chg.+0.030 Bid4:06:12 PM Ask4:06:12 PM Underlying Strike price Expiration date Option type
0.850EUR +3.66% 0.850
Bid Size: 50,000		 0.860
Ask Size: 50,000		 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: 11.28
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.20
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.20
Time value: 0.66
Break-even: 103.60
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 4.88%
Delta: 0.61
Theta: -0.03
Omega: 6.91
Rho: 0.22
 

Quote data

Open: 0.820
High: 0.870
Low: 0.820
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.48%
1 Month  
+14.86%
3 Months
  -42.95%
YTD  
+84.78%
1 Year  
+123.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.820
1M High / 1M Low: 1.150 0.740
6M High / 6M Low: 1.530 0.500
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:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   0.930
Avg. volume 1M:   0.000
Avg. price 6M:   1.012
Avg. volume 6M:   0.000
Avg. price 1Y:   0.797
Avg. volume 1Y:   0.000
Volatility 1M:   169.00%
Volatility 6M:   134.37%
Volatility 1Y:   138.26%
Volatility 3Y:   -