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DZ Bank Call 95 HEI 21.06.2024/  DE000DW9SWZ2  /

Frankfurt Zert./DZB
2024-05-23  1:35:16 PM Chg.+0.160 Bid9:58:02 PM Ask2024-05-23 Underlying Strike price Expiration date Option type
0.560EUR +40.00% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 95.00 EUR 2024-06-21 Call
 

Master data

WKN: DW9SWZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-05-24
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.06
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.07
Implied volatility: 0.54
Historic volatility: 0.23
Parity: 0.07
Time value: 0.46
Break-even: 100.30
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 1.35
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.56
Theta: -0.13
Omega: 10.03
Rho: 0.03
 

Quote data

Open: 0.420
High: 0.560
Low: 0.420
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+64.71%
3 Months  
+154.55%
YTD  
+330.77%
1 Year  
+250.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.790 0.340
6M High / 6M Low: 0.940 0.070
High (YTD): 2024-03-28 0.940
Low (YTD): 2024-02-15 0.080
52W High: 2024-03-28 0.940
52W Low: 2023-11-07 0.020
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.529
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.207
Avg. volume 1Y:   0.000
Volatility 1M:   354.40%
Volatility 6M:   313.20%
Volatility 1Y:   341.05%
Volatility 3Y:   -