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DZ Bank Call 85 HEI 21.03.2025/  DE000DJ0S4Y1  /

Frankfurt Zert./DZB
2024-06-07  9:35:06 PM Chg.+0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.740EUR +1.75% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 85.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S4Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.44
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.01
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 1.01
Time value: 0.74
Break-even: 102.50
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 2.34%
Delta: 0.74
Theta: -0.02
Omega: 4.02
Rho: 0.42
 

Quote data

Open: 1.710
High: 1.770
Low: 1.660
Previous Close: 1.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.57%
1 Month  
+0.58%
3 Months  
+43.80%
YTD  
+120.25%
1 Year  
+145.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.770 1.620
1M High / 1M Low: 2.210 1.620
6M High / 6M Low: 2.210 0.670
High (YTD): 2024-05-10 2.210
Low (YTD): 2024-01-03 0.710
52W High: 2024-05-10 2.210
52W Low: 2023-11-07 0.340
Avg. price 1W:   1.708
Avg. volume 1W:   0.000
Avg. price 1M:   1.930
Avg. volume 1M:   0.000
Avg. price 6M:   1.354
Avg. volume 6M:   0.000
Avg. price 1Y:   0.985
Avg. volume 1Y:   0.000
Volatility 1M:   95.41%
Volatility 6M:   104.33%
Volatility 1Y:   114.21%
Volatility 3Y:   -