DZ Bank Call 95 HEI 21.03.2025
/ DE000DJ0S413
DZ Bank Call 95 HEI 21.03.2025/ DE000DJ0S413 /
| 2024-07-26 8:14:10 AM |
Chg.-0.09 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-7.32% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
95.00 - |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.48 |
| Time value: |
0.84 |
| Break-even: |
108.20 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
3.13% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
5.02 |
| Rho: |
0.34 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.99% |
| 1 Month |
|
|
-1.72% |
| 3 Months |
|
|
+21.28% |
| YTD |
|
|
+147.83% |
| 1 Year |
|
|
+165.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.14 |
| 1M High / 1M Low: |
1.50 |
1.02 |
| 6M High / 6M Low: |
1.52 |
0.44 |
| High (YTD): |
2024-05-16 |
1.52 |
| Low (YTD): |
2024-01-03 |
0.40 |
| 52W High: |
2024-05-16 |
1.52 |
| 52W Low: |
2023-11-07 |
0.20 |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.71 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
122.45% |
| Volatility 6M: |
|
127.58% |
| Volatility 1Y: |
|
123.17% |
| Volatility 3Y: |
|
- |
