OverviewChartNewsTraderScreen

DZ Bank Call 95 HEI 21.03.2025/  DE000DJ0S413  /

Frankfurt Zert./DZB
2024-05-14  8:04:52 PM Chg.-0.020 Bid8:22:18 PM Ask8:22:18 PM Underlying Strike price Expiration date Option type
1.450EUR -1.36% 1.450
Bid Size: 20,000		 1.490
Ask Size: 20,000		 HEIDELBERG MATERIALS... 95.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S41
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.65
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 0.65
Time value: 0.87
Break-even: 110.10
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 2.72%
Delta: 0.70
Theta: -0.02
Omega: 4.69
Rho: 0.47
 

Quote data

Open: 1.510
High: 1.510
Low: 1.400
Previous Close: 1.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.09%
1 Month  
+31.82%
3 Months  
+229.55%
YTD  
+215.22%
1 Year  
+253.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.110
1M High / 1M Low: 1.530 0.900
6M High / 6M Low: 1.530 0.240
High (YTD): 2024-05-10 1.530
Low (YTD): 2024-01-03 0.400
52W High: 2024-05-10 1.530
52W Low: 2023-11-07 0.200
Avg. price 1W:   1.302
Avg. volume 1W:   0.000
Avg. price 1M:   1.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.707
Avg. volume 6M:   0.000
Avg. price 1Y:   0.555
Avg. volume 1Y:   0.000
Volatility 1M:   126.54%
Volatility 6M:   129.67%
Volatility 1Y:   135.79%
Volatility 3Y:   -