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DZ Bank Call 105 HEI 21.03.2025/  DE000DJ07UB1  /

Frankfurt Zert./DZB
6/14/2024  9:35:04 PM Chg.-0.080 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
0.670EUR -10.67% 0.670
Bid Size: 5,000		 0.710
Ask Size: 5,000		 HEIDELBERG MATERIALS... 105.00 - 3/21/2025 Call
 

Master data

WKN: DJ07UB
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 3/21/2025
Issue date: 4/20/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.28
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.80
Time value: 0.79
Break-even: 112.90
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.47
Theta: -0.02
Omega: 5.80
Rho: 0.29
 

Quote data

Open: 0.760
High: 0.760
Low: 0.660
Previous Close: 0.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.47%
1 Month
  -33.66%
3 Months  
+15.52%
YTD  
+157.69%
1 Year  
+34.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.630
1M High / 1M Low: 1.010 0.610
6M High / 6M Low: 1.010 0.230
High (YTD): 5/15/2024 1.010
Low (YTD): 2/14/2024 0.230
52W High: 5/15/2024 1.010
52W Low: 11/7/2023 0.110
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.771
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   0.387
Avg. volume 1Y:   0.000
Volatility 1M:   138.82%
Volatility 6M:   153.28%
Volatility 1Y:   151.74%
Volatility 3Y:   -