OverviewChartNewsTraderScreen

DZ Bank Call 105 HEI 20.09.2024/  DE000DJ07T99  /

Frankfurt Zert./DZB
21/05/2024  12:34:39 Chg.-0.020 Bid21/05/2024 Ask21/05/2024 Underlying Strike price Expiration date Option type
0.420EUR -4.55% 0.420
Bid Size: 50,000		 0.430
Ask Size: 50,000		 HEIDELBERG MATERIALS... 105.00 - 20/09/2024 Call
 

Master data

WKN: DJ07T9
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 20/09/2024
Issue date: 20/04/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.48
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.67
Time value: 0.48
Break-even: 109.80
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.42
Theta: -0.03
Omega: 8.54
Rho: 0.12
 

Quote data

Open: 0.420
High: 0.430
Low: 0.410
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month  
+82.61%
3 Months  
+162.50%
YTD  
+366.67%
1 Year  
+250.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.420
1M High / 1M Low: 0.540 0.220
6M High / 6M Low: 0.620 0.030
High (YTD): 28/03/2024 0.620
Low (YTD): 15/02/2024 0.070
52W High: 28/03/2024 0.620
52W Low: 20/11/2023 0.009
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   0.145
Avg. volume 1Y:   0.000
Volatility 1M:   255.23%
Volatility 6M:   290.29%
Volatility 1Y:   531.22%
Volatility 3Y:   -