DZ Bank Call 6.5 SGL 20.12.2024
/ DE000DJ2SC04
DZ Bank Call 6.5 SGL 20.12.2024/ DE000DJ2SC04 /
| 26/07/2024 21:35:07 |
Chg.-0.020 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.370
Bid Size: 1,250 |
0.460
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: |
13.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-0.40 |
| Time value: |
0.46 |
| Break-even: |
6.96 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
24.32% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
6.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.63% |
| 1 Month |
|
|
-38.71% |
| 3 Months |
|
|
-66.96% |
| YTD |
|
|
-62.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.380 |
| 1M High / 1M Low: |
0.800 |
0.380 |
| 6M High / 6M Low: |
1.420 |
0.380 |
| High (YTD): |
10/04/2024 |
1.420 |
| Low (YTD): |
26/07/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.11% |
| Volatility 6M: |
|
159.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
