DZ Bank Call 92.5 HEI 21.06.2024
/ DE000DJ7RPA2
DZ Bank Call 92.5 HEI 21.06.2024/ DE000DJ7RPA2 /
| 2024-05-23 1:35:29 PM |
Chg.+0.180 |
Bid9:58:04 PM |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+30.51% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
92.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ7RPA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.22 |
| Parity: |
0.30 |
| Time value: |
0.43 |
| Break-even: |
99.80 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.62 |
| Theta: |
-0.21 |
| Omega: |
8.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.610 |
| High: |
0.770 |
| Low: |
0.610 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.76% |
| 3 Months |
|
|
+165.52% |
| YTD |
|
|
+352.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.030 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
1.130 |
| Low (YTD): |
2024-02-14 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.792 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
