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DZ Bank Call 105 HEI 21.03.2025/  DE000DJ07UB1  /

Frankfurt Zert./DZB
5/21/2024  9:35:03 PM Chg.-0.060 Bid9:58:26 PM Ask9:58:26 PM Underlying Strike price Expiration date Option type
0.840EUR -6.67% 0.840
Bid Size: 5,000		 0.920
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: 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: CL
 
  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): 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:   0.930
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:   -