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DZ Bank Call 85 HEI 21.03.2025/  DE000DJ0S4Y1  /

Frankfurt Zert./DZB
2024-05-17  9:35:22 PM Chg.+0.050 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
2.030EUR +2.53% 2.030
Bid Size: 5,000		 2.070
Ask Size: 5,000		 HEIDELBERG MATERIALS... 85.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S4Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.50
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 1.50
Time value: 0.52
Break-even: 105.20
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 2.02%
Delta: 0.83
Theta: -0.02
Omega: 4.08
Rho: 0.53
 

Quote data

Open: 1.960
High: 2.050
Low: 1.960
Previous Close: 1.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.14%
1 Month  
+22.29%
3 Months  
+113.68%
YTD  
+156.96%
1 Year  
+212.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 1.980
1M High / 1M Low: 2.210 1.430
6M High / 6M Low: 2.210 0.440
High (YTD): 2024-05-10 2.210
Low (YTD): 2024-01-03 0.710
52W High: 2024-05-10 2.210
52W Low: 2023-11-07 0.340
Avg. price 1W:   2.138
Avg. volume 1W:   0.000
Avg. price 1M:   1.724
Avg. volume 1M:   0.000
Avg. price 6M:   1.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.907
Avg. volume 1Y:   0.000
Volatility 1M:   102.55%
Volatility 6M:   105.14%
Volatility 1Y:   114.97%
Volatility 3Y:   -