DZ Bank Call 6.5 SGL 20.12.2024
/ DE000DJ2SC04
DZ Bank Call 6.5 SGL 20.12.2024/ DE000DJ2SC04 /
30/08/2024 21:35:05 |
Chg.0.000 |
Bid21:55:04 |
Ask21:55:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
0.00% |
0.130 Bid Size: 1,250 |
0.220 Ask Size: 1,250 |
SGL CARBON SE O.N. |
6.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ2SC0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SGL CARBON SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
27/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.28 |
Parity: |
-0.81 |
Time value: |
0.22 |
Break-even: |
6.72 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.09 |
Spread %: |
69.23% |
Delta: |
0.32 |
Theta: |
0.00 |
Omega: |
8.19 |
Rho: |
0.00 |
Quote data
Open: |
0.130 |
High: |
0.160 |
Low: |
0.130 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-35.00% |
1 Month |
|
|
-63.89% |
3 Months |
|
|
-87.50% |
YTD |
|
|
-87.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.120 |
1M High / 1M Low: |
0.360 |
0.120 |
6M High / 6M Low: |
1.420 |
0.120 |
High (YTD): |
10/04/2024 |
1.420 |
Low (YTD): |
28/08/2024 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.813 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
322.29% |
Volatility 6M: |
|
190.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |