DZ Bank Call 105 HEI 21.03.2025
/ DE000DJ07UB1
DZ Bank Call 105 HEI 21.03.2025/ DE000DJ07UB1 /
21/05/2024 20:34:53 |
Chg.-0.060 |
Bid21/05/2024 |
Ask21/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-6.67% |
0.840 Bid Size: 20,000 |
0.920 Ask Size: 20,000 |
HEIDELBERG MATERIALS... |
105.00 - |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
20/04/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-0.67 |
Time value: |
0.94 |
Break-even: |
114.40 |
Moneyness: |
0.94 |
Premium: |
0.16 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.04 |
Spread %: |
4.44% |
Delta: |
0.51 |
Theta: |
-0.02 |
Omega: |
5.29 |
Rho: |
0.34 |
Quote data
Open: |
0.880 |
High: |
0.900 |
Low: |
0.840 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.40% |
1 Month |
|
|
+55.56% |
3 Months |
|
|
+110.00% |
YTD |
|
|
+223.08% |
1 Year |
|
|
+170.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.870 |
1M High / 1M Low: |
1.010 |
0.550 |
6M High / 6M Low: |
1.010 |
0.170 |
High (YTD): |
15/05/2024 |
1.010 |
Low (YTD): |
14/02/2024 |
0.230 |
52W High: |
15/05/2024 |
1.010 |
52W Low: |
07/11/2023 |
0.110 |
Avg. price 1W: |
|
0.930 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.736 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.453 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.354 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
151.37% |
Volatility 6M: |
|
153.15% |
Volatility 1Y: |
|
161.85% |
Volatility 3Y: |
|
- |