DZ Bank Call 85 HEI 21.03.2025
/ DE000DJ0S4Y1
DZ Bank Call 85 HEI 21.03.2025/ DE000DJ0S4Y1 /
| 2024-04-16 8:13:39 AM |
Chg.+0.06 |
Bid9:35:36 PM |
Ask9:35:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+3.49% |
1.66
Bid Size: 20,000 |
1.70
Ask Size: 20,000 |
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: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
1.33 |
| Time value: |
0.49 |
| Break-even: |
103.20 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
2.25% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.53 |
| Rho: |
0.60 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.25% |
| 1 Month |
|
|
+22.76% |
| 3 Months |
|
|
+85.42% |
| YTD |
|
|
+122.50% |
| 1 Year |
|
|
+217.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.71 |
| 1M High / 1M Low: |
2.20 |
1.48 |
| 6M High / 6M Low: |
2.20 |
0.34 |
| High (YTD): |
2024-04-02 |
2.20 |
| Low (YTD): |
2024-01-03 |
0.71 |
| 52W High: |
2024-04-02 |
2.20 |
| 52W Low: |
2023-11-07 |
0.34 |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
102.26% |
| Volatility 6M: |
|
120.74% |
| Volatility 1Y: |
|
114.28% |
| Volatility 3Y: |
|
- |
