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DZ Bank Call 75 HEI 21.03.2025/  DE000DJ0S4U9  /

Frankfurt Zert./DZB
2024-04-29  9:34:37 PM Chg.+0.110 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
2.400EUR +4.80% 2.400
Bid Size: 5,000		 2.440
Ask Size: 5,000		 HEIDELBERG MATERIALS... 75.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S4U
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.09
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 2.02
Implied volatility: 0.20
Historic volatility: 0.22
Parity: 2.02
Time value: 0.31
Break-even: 98.30
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.75%
Delta: 0.94
Theta: -0.01
Omega: 3.83
Rho: 0.59
 

Quote data

Open: 2.290
High: 2.400
Low: 2.290
Previous Close: 2.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.68%
1 Month
  -17.81%
3 Months  
+50.00%
YTD  
+87.50%
1 Year  
+179.07%
3 Years     -
5 Years     -
1W High / 1W Low: 2.290 2.130
1M High / 1M Low: 2.710 2.110
6M High / 6M Low: 2.920 0.580
High (YTD): 2024-03-28 2.920
Low (YTD): 2024-01-03 1.150
52W High: 2024-03-28 2.920
52W Low: 2023-10-20 0.570
Avg. price 1W:   2.180
Avg. volume 1W:   0.000
Avg. price 1M:   2.390
Avg. volume 1M:   0.000
Avg. price 6M:   1.564
Avg. volume 6M:   62.400
Avg. price 1Y:   1.284
Avg. volume 1Y:   40.591
Volatility 1M:   70.64%
Volatility 6M:   85.88%
Volatility 1Y:   93.35%
Volatility 3Y:   -