DZ Bank Call 76 HEI 21.03.2025
/ DE000DJ0S4V7
DZ Bank Call 76 HEI 21.03.2025/ DE000DJ0S4V7 /
2024-06-10 8:14:31 AM |
Chg.-0.02 |
Bid2:06:00 PM |
Ask2:06:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.37EUR |
-0.84% |
2.46 Bid Size: 50,000 |
2.47 Ask Size: 50,000 |
HEIDELBERG MATERIALS... |
76.00 - |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2025-03-20 |
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: |
2.37 |
High: |
2.37 |
Low: |
2.37 |
Previous Close: |
2.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.82% |
1 Month |
|
|
-17.13% |
3 Months |
|
|
+31.67% |
YTD |
|
|
+89.60% |
1 Year |
|
|
+132.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.49 |
2.34 |
1M High / 1M Low: |
2.92 |
2.34 |
6M High / 6M Low: |
2.92 |
1.09 |
High (YTD): |
2024-05-13 |
2.92 |
Low (YTD): |
2024-01-03 |
1.12 |
52W High: |
2024-05-13 |
2.92 |
52W Low: |
2023-11-07 |
0.58 |
Avg. price 1W: |
|
2.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.44 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
47.48% |
Volatility 6M: |
|
87.55% |
Volatility 1Y: |
|
96.25% |
Volatility 3Y: |
|
- |