DZ Bank Call 84 HEI 21.03.2025
/ DE000DJ0S4X3
DZ Bank Call 84 HEI 21.03.2025/ DE000DJ0S4X3 /
| 4/26/2024 8:13:22 AM |
Chg.0.00 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
84.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ0S4X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/30/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
1.12 |
| Time value: |
0.56 |
| Break-even: |
100.80 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.44% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
4.51 |
| Rho: |
0.53 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.65% |
| 1 Month |
|
|
-30.32% |
| 3 Months |
|
|
+65.59% |
| YTD |
|
|
+83.33% |
| 1 Year |
|
|
+161.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.51 |
| 1M High / 1M Low: |
2.27 |
1.51 |
| 6M High / 6M Low: |
2.27 |
0.37 |
| High (YTD): |
4/2/2024 |
2.27 |
| Low (YTD): |
1/3/2024 |
0.74 |
| 52W High: |
4/2/2024 |
2.27 |
| 52W Low: |
11/7/2023 |
0.37 |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
74.02% |
| Volatility 6M: |
|
105.37% |
| Volatility 1Y: |
|
112.82% |
| Volatility 3Y: |
|
- |
