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DZ Bank Call 95 HEI 21.03.2025/  DE000DJ0S413  /

Frankfurt Zert./DZB
5/30/2024  9:35:00 PM Chg.-0.050 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.180EUR -4.07% 1.180
Bid Size: 5,000		 1.260
Ask Size: 5,000		 HEIDELBERG MATERIALS... 95.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S41
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.46
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.20
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 0.20
Time value: 1.10
Break-even: 108.00
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.14
Spread abs.: 0.08
Spread %: 6.56%
Delta: 0.63
Theta: -0.02
Omega: 4.68
Rho: 0.39
 

Quote data

Open: 1.190
High: 1.240
Low: 1.170
Previous Close: 1.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.28%
1 Month  
+22.92%
3 Months  
+66.20%
YTD  
+156.52%
1 Year  
+218.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.230
1M High / 1M Low: 1.530 0.960
6M High / 6M Low: 1.530 0.320
High (YTD): 5/15/2024 1.530
Low (YTD): 1/3/2024 0.400
52W High: 5/15/2024 1.530
52W Low: 11/7/2023 0.200
Avg. price 1W:   1.332
Avg. volume 1W:   0.000
Avg. price 1M:   1.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.812
Avg. volume 6M:   0.000
Avg. price 1Y:   0.599
Avg. volume 1Y:   0.000
Volatility 1M:   120.42%
Volatility 6M:   129.48%
Volatility 1Y:   136.13%
Volatility 3Y:   -