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DZ Bank Call 105 HEI 21.03.2025/  DE000DJ07UB1  /

Frankfurt Zert./DZB
2024-04-30  9:34:57 PM Chg.-0.070 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
0.570EUR -10.94% 0.560
Bid Size: 5,000		 0.600
Ask Size: 5,000		 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: 14.18
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.86
Time value: 0.68
Break-even: 111.80
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.46
Theta: -0.02
Omega: 6.49
Rho: 0.33
 

Quote data

Open: 0.640
High: 0.650
Low: 0.570
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.39%
1 Month
  -42.42%
3 Months  
+54.05%
YTD  
+119.23%
1 Year  
+128.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.550
1M High / 1M Low: 0.860 0.540
6M High / 6M Low: 0.990 0.110
High (YTD): 2024-03-28 0.990
Low (YTD): 2024-02-14 0.230
52W High: 2024-03-28 0.990
52W Low: 2023-11-07 0.110
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.685
Avg. volume 1M:   0.000
Avg. price 6M:   0.374
Avg. volume 6M:   0.000
Avg. price 1Y:   0.326
Avg. volume 1Y:   0.000
Volatility 1M:   119.14%
Volatility 6M:   159.01%
Volatility 1Y:   157.90%
Volatility 3Y:   -