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DZ Bank Call 96 HEI 21.06.2024/  DE000DJ0WWV9  /

Frankfurt Zert./DZB
2024-06-03  12:04:34 PM Chg.+0.150 Bid9:58:01 PM Ask2024-06-03 Underlying Strike price Expiration date Option type
0.380EUR +65.22% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 96.00 - 2024-06-21 Call
 

Master data

WKN: DJ0WWV
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 96.00 -
Maturity: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.94
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.10
Implied volatility: 0.57
Historic volatility: 0.23
Parity: 0.10
Time value: 0.26
Break-even: 99.60
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 2.97
Spread abs.: 0.12
Spread %: 50.00%
Delta: 0.57
Theta: -0.22
Omega: 15.39
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.380
Low: 0.250
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.68%
3 Months  
+22.58%
YTD  
+245.45%
1 Year  
+111.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.660 0.230
6M High / 6M Low: 0.870 0.060
High (YTD): 2024-03-28 0.870
Low (YTD): 2024-02-14 0.060
52W High: 2024-03-28 0.870
52W Low: 2023-11-07 0.017
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   30.769
Avg. price 1Y:   0.191
Avg. volume 1Y:   14.516
Volatility 1M:   402.32%
Volatility 6M:   338.56%
Volatility 1Y:   371.97%
Volatility 3Y:   -