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DZ Bank Call 70 HEI 21.03.2025/  DE000DJ0S4T1  /

Frankfurt Zert./DZB
5/17/2024  9:35:22 PM Chg.+0.060 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
3.230EUR +1.89% 3.230
Bid Size: 5,000		 3.270
Ask Size: 5,000		 HEIDELBERG MATERIALS... 70.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S4T
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 2.80
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 2.80
Time value: 0.47
Break-even: 102.70
Moneyness: 1.40
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.24%
Delta: 0.88
Theta: -0.02
Omega: 2.64
Rho: 0.45
 

Quote data

Open: 3.150
High: 3.250
Low: 3.150
Previous Close: 3.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.83%
1 Month  
+28.69%
3 Months  
+59.11%
YTD  
+99.38%
1 Year  
+160.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.390 3.170
1M High / 1M Low: 3.430 2.510
6M High / 6M Low: 3.430 1.000
High (YTD): 5/10/2024 3.430
Low (YTD): 1/3/2024 1.480
52W High: 5/10/2024 3.430
52W Low: 10/20/2023 0.790
Avg. price 1W:   3.298
Avg. volume 1W:   0.000
Avg. price 1M:   2.916
Avg. volume 1M:   0.000
Avg. price 6M:   2.173
Avg. volume 6M:   0.000
Avg. price 1Y:   1.699
Avg. volume 1Y:   0.000
Volatility 1M:   65.07%
Volatility 6M:   72.33%
Volatility 1Y:   83.70%
Volatility 3Y:   -