DZ Bank Call 95 HEI 20.12.2024
/ DE000DQ0ED89
DZ Bank Call 95 HEI 20.12.2024/ DE000DQ0ED89 /
| 20/05/2024 21:34:33 |
Chg.-0.050 |
Bid21:59:30 |
Ask21:59:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.700EUR |
-0.74% |
6.710
Bid Size: 2,500 |
6.740
Ask Size: 2,500 |
HEIDELBERG MATERIALS... |
95.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DQ0ED8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.47 |
| Intrinsic value: |
3.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.23 |
| Parity: |
3.00 |
| Time value: |
3.78 |
| Break-even: |
101.78 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.44% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
10.50 |
| Rho: |
0.38 |
Quote data
| Open: |
6.740 |
| High: |
6.870 |
| Low: |
6.650 |
| Previous Close: |
6.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.15% |
| 1 Month |
|
|
+40.46% |
| 3 Months |
|
|
+83.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.340 |
6.560 |
| 1M High / 1M Low: |
7.360 |
4.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
