DZ Bank Call 70 HEI 21.03.2025
/ DE000DJ0S4T1
DZ Bank Call 70 HEI 21.03.2025/ DE000DJ0S4T1 /
| 2024-05-06 9:35:10 PM |
Chg.+0.170 |
Bid9:58:02 PM |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
+6.18% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
70.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S4T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
2.56 |
| Time value: |
0.24 |
| Break-even: |
98.00 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
1.45% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
3.37 |
| Rho: |
0.58 |
Quote data
| Open: |
2.770 |
| High: |
2.940 |
| Low: |
2.770 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.77% |
| 1 Month |
|
|
-4.26% |
| 3 Months |
|
|
+41.06% |
| YTD |
|
|
+80.25% |
| 1 Year |
|
|
+158.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.660 |
| 1M High / 1M Low: |
3.130 |
2.510 |
| 6M High / 6M Low: |
3.350 |
0.810 |
| High (YTD): |
2024-03-28 |
3.350 |
| Low (YTD): |
2024-01-03 |
1.480 |
| 52W High: |
2024-03-28 |
3.350 |
| 52W Low: |
2023-10-20 |
0.790 |
| Avg. price 1W: |
|
2.755 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.009 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.626 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
65.97% |
| Volatility 6M: |
|
74.60% |
| Volatility 1Y: |
|
82.75% |
| Volatility 3Y: |
|
- |
