DZ Bank Call 100 HEI 21.06.2024
/ DE000DJ7NMV4
DZ Bank Call 100 HEI 21.06.2024/ DE000DJ7NMV4 /
| 2024-05-31 9:34:48 PM |
Chg.-0.020 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.100
Bid Size: 5,000 |
0.140
Ask Size: 5,000 |
HEIDELBERG MATERIALS... |
100.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ7NMV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
68.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-0.43 |
| Time value: |
0.14 |
| Break-even: |
101.40 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
1.86 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.31 |
| Theta: |
-0.07 |
| Omega: |
21.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.150 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.38% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-18.18% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.090 |
| 1M High / 1M Low: |
0.410 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
0.620 |
| Low (YTD): |
2024-02-15 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
