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DZ Bank Call 80 HEI 21.03.2025/  DE000DJ0S4W5  /

Frankfurt Zert./DZB
2024-04-25  12:35:26 PM Chg.-0.010 Bid12:52:00 PM Ask12:52:00 PM Underlying Strike price Expiration date Option type
1.780EUR -0.56% 1.760
Bid Size: 50,000		 1.770
Ask Size: 50,000		 HEIDELBERG MATERIALS... 80.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S4W
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.15
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.36
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 1.36
Time value: 0.46
Break-even: 98.20
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 2.25%
Delta: 0.84
Theta: -0.01
Omega: 4.33
Rho: 0.55
 

Quote data

Open: 1.870
High: 1.870
Low: 1.780
Previous Close: 1.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.73%
1 Month
  -24.58%
3 Months  
+53.45%
YTD  
+74.51%
1 Year  
+154.29%
3 Years     -
5 Years     -
1W High / 1W Low: 1.830 1.750
1M High / 1M Low: 2.530 1.750
6M High / 6M Low: 2.530 0.460
High (YTD): 2024-03-28 2.530
Low (YTD): 2024-01-03 0.920
52W High: 2024-03-28 2.530
52W Low: 2023-11-07 0.460
Avg. price 1W:   1.794
Avg. volume 1W:   0.000
Avg. price 1M:   2.113
Avg. volume 1M:   0.000
Avg. price 6M:   1.255
Avg. volume 6M:   17.460
Avg. price 1Y:   1.042
Avg. volume 1Y:   8.594
Volatility 1M:   71.30%
Volatility 6M:   97.39%
Volatility 1Y:   101.79%
Volatility 3Y:   -