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DZ Bank Call 92 HEI 21.03.2025/  DE000DJ0S405  /

Frankfurt Zert./DZB
5/17/2024  9:35:24 PM Chg.+0.040 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.560EUR +2.63% 1.560
Bid Size: 5,000		 1.600
Ask Size: 5,000		 HEIDELBERG MATERIALS... 92.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S40
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.41
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.80
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.80
Time value: 0.76
Break-even: 107.60
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 2.63%
Delta: 0.72
Theta: -0.02
Omega: 4.64
Rho: 0.48
 

Quote data

Open: 1.480
High: 1.580
Low: 1.480
Previous Close: 1.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month  
+40.54%
3 Months  
+140.00%
YTD  
+188.89%
1 Year  
+212.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.520
1M High / 1M Low: 1.720 1.050
6M High / 6M Low: 1.720 0.300
High (YTD): 5/15/2024 1.720
Low (YTD): 1/3/2024 0.470
52W High: 5/15/2024 1.720
52W Low: 11/7/2023 0.230
Avg. price 1W:   1.624
Avg. volume 1W:   0.000
Avg. price 1M:   1.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.863
Avg. volume 6M:   0.000
Avg. price 1Y:   0.658
Avg. volume 1Y:   0.000
Volatility 1M:   112.11%
Volatility 6M:   121.69%
Volatility 1Y:   129.93%
Volatility 3Y:   -