OverviewChartNewsTraderScreen

DZ Bank Call 100 HEI 20.09.2024/  DE000DJ0Z848  /

Frankfurt Zert./DZB
2024-06-14  6:34:47 PM Chg.-0.080 Bid6:35:08 PM Ask6:35:08 PM Underlying Strike price Expiration date Option type
0.380EUR -17.39% 0.390
Bid Size: 20,000		 0.430
Ask Size: 20,000		 HEIDELBERG MATERIALS... 100.00 - 2024-09-20 Call
 

Master data

WKN: DJ0Z84
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-09-20
Issue date: 2023-04-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.65
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -0.30
Time value: 0.62
Break-even: 106.20
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.40
Spread abs.: 0.08
Spread %: 14.81%
Delta: 0.49
Theta: -0.04
Omega: 7.69
Rho: 0.11
 

Quote data

Open: 0.470
High: 0.470
Low: 0.380
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month
  -47.95%
3 Months  
+2.70%
YTD  
+171.43%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.360
1M High / 1M Low: 0.760 0.350
6M High / 6M Low: 0.840 0.110
High (YTD): 2024-03-28 0.840
Low (YTD): 2024-02-14 0.110
52W High: 2024-03-28 0.840
52W Low: 2023-11-02 0.040
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.236
Avg. volume 1Y:   0.000
Volatility 1M:   228.06%
Volatility 6M:   236.25%
Volatility 1Y:   255.96%
Volatility 3Y:   -