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DZ Bank Call 76 HEI 21.03.2025/  DE000DJ0S4V7  /

Frankfurt Zert./DZB
2024-04-25  9:34:50 PM Chg.-0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.070EUR -1.43% 2.070
Bid Size: 5,000		 2.110
Ask Size: 5,000		 HEIDELBERG MATERIALS... 76.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S4V
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 1.76
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 1.76
Time value: 0.38
Break-even: 97.40
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.90%
Delta: 0.89
Theta: -0.01
Omega: 3.90
Rho: 0.56
 

Quote data

Open: 2.180
High: 2.180
Low: 1.990
Previous Close: 2.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.72%
1 Month
  -22.76%
3 Months  
+46.81%
YTD  
+66.94%
1 Year  
+149.40%
3 Years     -
5 Years     -
1W High / 1W Low: 2.150 2.050
1M High / 1M Low: 2.860 2.050
6M High / 6M Low: 2.860 0.580
High (YTD): 2024-03-28 2.860
Low (YTD): 2024-01-03 1.120
52W High: 2024-03-28 2.860
52W Low: 2023-10-20 0.570
Avg. price 1W:   2.104
Avg. volume 1W:   0.000
Avg. price 1M:   2.436
Avg. volume 1M:   0.000
Avg. price 6M:   1.493
Avg. volume 6M:   0.000
Avg. price 1Y:   1.240
Avg. volume 1Y:   0.000
Volatility 1M:   66.38%
Volatility 6M:   89.24%
Volatility 1Y:   93.63%
Volatility 3Y:   -