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DZ Bank Call 90 HEI 21.03.2025/  DE000DJ0S4Z8  /

Frankfurt Zert./DZB
5/17/2024  9:34:55 PM Chg.+0.050 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.660EUR +3.11% 1.660
Bid Size: 5,000		 1.700
Ask Size: 5,000		 HEIDELBERG MATERIALS... 90.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S4Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.76
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.80
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.80
Time value: 0.90
Break-even: 107.00
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.41%
Delta: 0.71
Theta: -0.02
Omega: 4.08
Rho: 0.44
 

Quote data

Open: 1.580
High: 1.680
Low: 1.580
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.79%
1 Month  
+44.35%
3 Months  
+104.94%
YTD  
+176.67%
1 Year  
+201.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.610
1M High / 1M Low: 1.820 1.150
6M High / 6M Low: 1.820 0.330
High (YTD): 5/15/2024 1.820
Low (YTD): 1/3/2024 0.530
52W High: 5/15/2024 1.820
52W Low: 11/7/2023 0.260
Avg. price 1W:   1.724
Avg. volume 1W:   0.000
Avg. price 1M:   1.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.948
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   108.06%
Volatility 6M:   116.92%
Volatility 1Y:   124.40%
Volatility 3Y:   -