OverviewChartNewsTraderScreen

DZ Bank Call 105 HEI 21.03.2025/  DE000DJ07UB1  /

Frankfurt Zert./DZB
2024-05-21  11:04:33 AM Chg.-0.020 Bid2024-05-21 Ask2024-05-21 Underlying Strike price Expiration date Option type
0.880EUR -2.22% 0.880
Bid Size: 50,000		 0.890
Ask Size: 50,000		 HEIDELBERG MATERIALS... 105.00 - 2025-03-21 Call
 

Master data

WKN: DJ07UB
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.46
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.67
Time value: 0.94
Break-even: 114.40
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 4.44%
Delta: 0.51
Theta: -0.02
Omega: 5.29
Rho: 0.34
 

Quote data

Open: 0.880
High: 0.900
Low: 0.880
Previous Close: 0.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.28%
1 Month  
+62.96%
3 Months  
+120.00%
YTD  
+238.46%
1 Year  
+183.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.870
1M High / 1M Low: 1.010 0.550
6M High / 6M Low: 1.010 0.170
High (YTD): 2024-05-15 1.010
Low (YTD): 2024-02-14 0.230
52W High: 2024-05-15 1.010
52W Low: 2023-11-07 0.110
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   0.354
Avg. volume 1Y:   0.000
Volatility 1M:   151.37%
Volatility 6M:   153.15%
Volatility 1Y:   161.85%
Volatility 3Y:   -