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DZ Bank Call 76 HEI 21.03.2025/  DE000DJ0S4V7  /

Frankfurt Zert./DZB
07/06/2024  21:34:42 Chg.+0.030 Bid08:15:25 Ask08:15:25 Underlying Strike price Expiration date Option type
2.440EUR +1.24% 2.370
Bid Size: 20,000		 2.410
Ask Size: 20,000		 HEIDELBERG MATERIALS... 76.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S4V
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.87
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 1.95
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 1.95
Time value: 0.52
Break-even: 100.70
Moneyness: 1.26
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.65%
Delta: 0.84
Theta: -0.02
Omega: 3.23
Rho: 0.43
 

Quote data

Open: 2.400
High: 2.470
Low: 2.360
Previous Close: 2.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.81%
1 Month
  -16.72%
3 Months  
+34.81%
YTD  
+96.77%
1 Year  
+139.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.460 2.320
1M High / 1M Low: 2.930 2.320
6M High / 6M Low: 2.930 1.090
High (YTD): 10/05/2024 2.930
Low (YTD): 03/01/2024 1.120
52W High: 10/05/2024 2.930
52W Low: 20/10/2023 0.570
Avg. price 1W:   2.404
Avg. volume 1W:   0.000
Avg. price 1M:   2.644
Avg. volume 1M:   0.000
Avg. price 6M:   1.948
Avg. volume 6M:   0.000
Avg. price 1Y:   1.444
Avg. volume 1Y:   0.000
Volatility 1M:   54.64%
Volatility 6M:   85.12%
Volatility 1Y:   94.60%
Volatility 3Y:   -