DZ Bank Call 92.5 HEI 21.06.2024
/ DE000DJ7RPA2
DZ Bank Call 92.5 HEI 21.06.2024/ DE000DJ7RPA2 /
| 2024-05-23 8:24:40 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
92.50 EUR |
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 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.23 |
| Parity: |
0.32 |
| Time value: |
0.41 |
| Break-even: |
99.80 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.63 |
| Theta: |
-0.14 |
| Omega: |
8.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.36% |
| 3 Months |
|
|
+78.79% |
| YTD |
|
|
+227.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.030 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
1.160 |
| Low (YTD): |
2024-01-03 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
