DZ Bank Call 92 HEI 21.06.2024
/ DE000DW9NHJ8
DZ Bank Call 92 HEI 21.06.2024/ DE000DW9NHJ8 /
| 23/05/2024 08:03:51 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
92.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
DW9NHJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
31/01/2023 |
| Last trading day: |
24/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.23 |
| Parity: |
0.37 |
| Time value: |
0.40 |
| Break-even: |
99.70 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.64 |
| Theta: |
-0.14 |
| Omega: |
7.94 |
| Rho: |
0.03 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+27.08% |
| 3 Months |
|
|
+84.85% |
| YTD |
|
|
+238.89% |
| 1 Year |
|
|
+221.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.090 |
0.480 |
| 6M High / 6M Low: |
1.190 |
0.100 |
| High (YTD): |
02/04/2024 |
1.190 |
| Low (YTD): |
15/02/2024 |
0.130 |
| 52W High: |
02/04/2024 |
1.190 |
| 52W Low: |
02/11/2023 |
0.050 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.281 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
354.14% |
| Volatility 6M: |
|
274.05% |
| Volatility 1Y: |
|
258.57% |
| Volatility 3Y: |
|
- |
