OverviewChartNewsTraderScreen

DZ Bank Call 105 HEI 21.03.2025/  DE000DJ07UB1  /

Frankfurt Zert./DZB
2024-06-14  3:04:32 PM Chg.-0.060 Bid3:20:05 PM Ask3:20:05 PM Underlying Strike price Expiration date Option type
0.690EUR -8.00% 0.690
Bid Size: 50,000		 0.700
Ask Size: 50,000		 HEIDELBERG MATERIALS... 105.00 - 2025-03-21 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: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
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: 0.690
Previous Close: 0.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.47%
1 Month
  -28.87%
3 Months  
+27.78%
YTD  
+165.38%
1 Year  
+32.69%
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): 2024-05-15 1.010
Low (YTD): 2024-02-14 0.230
52W High: 2024-05-15 1.010
52W Low: 2023-11-07 0.110
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.784
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   0.000
Avg. price 1Y:   0.386
Avg. volume 1Y:   0.000
Volatility 1M:   136.11%
Volatility 6M:   152.70%
Volatility 1Y:   151.40%
Volatility 3Y:   -