DZ Bank Call 92 HEI 21.03.2025
/ DE000DJ0S405
DZ Bank Call 92 HEI 21.03.2025/ DE000DJ0S405 /
2024-06-07 8:15:40 AM |
Chg.+0.01 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.25EUR |
+0.81% |
- Bid Size: - |
- Ask Size: - |
HEIDELBERG MATERIALS... |
92.00 - |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.31 |
Historic volatility: |
0.22 |
Parity: |
0.35 |
Time value: |
0.98 |
Break-even: |
105.30 |
Moneyness: |
1.04 |
Premium: |
0.10 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
3.10% |
Delta: |
0.65 |
Theta: |
-0.02 |
Omega: |
4.66 |
Rho: |
0.38 |
Quote data
Open: |
1.25 |
High: |
1.25 |
Low: |
1.25 |
Previous Close: |
1.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.72% |
1 Month |
|
|
-23.31% |
3 Months |
|
|
+50.60% |
YTD |
|
|
+131.48% |
1 Year |
|
|
+150.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.34 |
1.20 |
1M High / 1M Low: |
1.72 |
1.20 |
6M High / 6M Low: |
1.72 |
0.45 |
High (YTD): |
2024-05-13 |
1.72 |
Low (YTD): |
2024-01-03 |
0.47 |
52W High: |
2024-05-13 |
1.72 |
52W Low: |
2023-11-07 |
0.23 |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.71 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
79.29% |
Volatility 6M: |
|
122.24% |
Volatility 1Y: |
|
131.08% |
Volatility 3Y: |
|
- |