DZ Bank Call 70 HEI 21.03.2025
/ DE000DJ0S4T1
DZ Bank Call 70 HEI 21.03.2025/ DE000DJ0S4T1 /
| 5/30/2024 8:13:46 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
5/30/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.51 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
2.51 |
| Time value: |
0.47 |
| Break-even: |
99.80 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
2.77 |
| Rho: |
0.41 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.16 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.36% |
| 3 Months |
|
|
+31.17% |
| YTD |
|
|
+87.04% |
| 1 Year |
|
|
+117.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.42 |
3.03 |
| 6M High / 6M Low: |
3.42 |
1.48 |
| High (YTD): |
5/13/2024 |
3.42 |
| Low (YTD): |
1/3/2024 |
1.48 |
| 52W High: |
5/13/2024 |
3.42 |
| 52W Low: |
10/20/2023 |
0.79 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.45% |
| Volatility 6M: |
|
75.20% |
| Volatility 1Y: |
|
85.76% |
| Volatility 3Y: |
|
- |
