DZ Bank Call 95 HEI 20.12.2024
/ DE000DQ0AJA7
DZ Bank Call 95 HEI 20.12.2024/ DE000DQ0AJA7 /
| 2024-06-04 9:34:39 PM |
Chg.-0.400 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.460EUR |
-6.83% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
95.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0AJA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.74 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.22 |
| Parity: |
0.88 |
| Time value: |
5.04 |
| Break-even: |
100.92 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
10.08 |
| Rho: |
0.29 |
Quote data
| Open: |
5.810 |
| High: |
6.020 |
| Low: |
5.250 |
| Previous Close: |
5.860 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.88% |
| 1 Month |
|
|
+0.18% |
| 3 Months |
|
|
+55.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.340 |
5.460 |
| 1M High / 1M Low: |
7.360 |
5.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
