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DZ Bank Call 105 HEI 20.09.2024/  DE000DJ07T99  /

Frankfurt Zert./DZB
2024-04-30  9:34:39 PM Chg.-0.050 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.240EUR -17.24% 0.230
Bid Size: 5,000		 0.270
Ask Size: 5,000		 HEIDELBERG MATERIALS... 105.00 - 2024-09-20 Call
 

Master data

WKN: DJ07T9
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-09-20
Issue date: 2023-04-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.21
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.86
Time value: 0.33
Break-even: 108.30
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 13.79%
Delta: 0.35
Theta: -0.02
Omega: 10.34
Rho: 0.12
 

Quote data

Open: 0.280
High: 0.300
Low: 0.230
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -61.29%
3 Months  
+84.62%
YTD  
+166.67%
1 Year  
+166.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.220
1M High / 1M Low: 0.510 0.220
6M High / 6M Low: 0.620 0.009
High (YTD): 2024-03-28 0.620
Low (YTD): 2024-02-15 0.070
52W High: 2024-03-28 0.620
52W Low: 2023-11-20 0.009
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.130
Avg. volume 1Y:   0.000
Volatility 1M:   184.24%
Volatility 6M:   692.72%
Volatility 1Y:   529.15%
Volatility 3Y:   -