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DZ Bank Call 92 HEI 21.03.2025/  DE000DJ0S405  /

Frankfurt Zert./DZB
2024-05-03  9:35:16 PM Chg.+0.040 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.170EUR +3.54% 1.170
Bid Size: 5,000		 1.210
Ask Size: 5,000		 HEIDELBERG MATERIALS... 92.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S40
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.09
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.26
Implied volatility: 0.25
Historic volatility: 0.22
Parity: 0.26
Time value: 0.91
Break-even: 103.70
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 3.54%
Delta: 0.65
Theta: -0.02
Omega: 5.25
Rho: 0.44
 

Quote data

Open: 1.140
High: 1.170
Low: 1.070
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.74%
1 Month
  -13.33%
3 Months  
+64.79%
YTD  
+116.67%
1 Year  
+172.09%
3 Years     -
5 Years     -
1W High / 1W Low: 1.210 1.100
1M High / 1M Low: 1.500 1.050
6M High / 6M Low: 1.680 0.230
High (YTD): 2024-03-28 1.680
Low (YTD): 2024-01-03 0.470
52W High: 2024-03-28 1.680
52W Low: 2023-11-07 0.230
Avg. price 1W:   1.153
Avg. volume 1W:   0.000
Avg. price 1M:   1.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.764
Avg. volume 6M:   0.000
Avg. price 1Y:   0.617
Avg. volume 1Y:   0.000
Volatility 1M:   92.17%
Volatility 6M:   120.99%
Volatility 1Y:   127.51%
Volatility 3Y:   -