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DZ Bank Call 90 HEI 21.03.2025/  DE000DJ0S4Z8  /

Frankfurt Zert./DZB
2024-05-08  7:34:26 PM Chg.-0.060 Bid7:34:43 PM Ask7:34:43 PM Underlying Strike price Expiration date Option type
1.370EUR -4.20% 1.380
Bid Size: 20,000		 1.460
Ask Size: 20,000		 HEIDELBERG MATERIALS... 90.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S4Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 0.83
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.83
Time value: 0.64
Break-even: 104.70
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 2.80%
Delta: 0.75
Theta: -0.02
Omega: 5.04
Rho: 0.52
 

Quote data

Open: 1.420
High: 1.480
Low: 1.370
Previous Close: 1.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.22%
1 Month
  -15.43%
3 Months  
+77.92%
YTD  
+128.33%
1 Year  
+174.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.430 1.220
1M High / 1M Low: 1.620 1.150
6M High / 6M Low: 1.810 0.290
High (YTD): 2024-03-28 1.810
Low (YTD): 2024-01-03 0.530
52W High: 2024-03-28 1.810
52W Low: 2023-11-07 0.260
Avg. price 1W:   1.325
Avg. volume 1W:   0.000
Avg. price 1M:   1.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.862
Avg. volume 6M:   0.000
Avg. price 1Y:   0.686
Avg. volume 1Y:   0.000
Volatility 1M:   93.14%
Volatility 6M:   115.44%
Volatility 1Y:   121.96%
Volatility 3Y:   -