DZ Bank Call 6 SGL 20.12.2024/  DE000DJ2Q6R0  /

EUWAX
10/4/2024  6:09:20 PM Chg.0.000 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.080EUR 0.00% -
Bid Size: -
-
Ask Size: -
SGL CARBON SE O.N. 6.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ2Q6R
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 12/20/2024
Issue date: 9/26/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 32.63
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.29
Parity: -0.78
Time value: 0.16
Break-even: 6.16
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 1.21
Spread abs.: 0.09
Spread %: 128.57%
Delta: 0.28
Theta: 0.00
Omega: 9.14
Rho: 0.00
 

Quote data

Open: 0.060
High: 0.100
Low: 0.060
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -33.33%
3 Months
  -92.31%
YTD
  -93.85%
1 Year
  -94.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.170 0.070
6M High / 6M Low: 1.750 0.070
High (YTD): 4/10/2024 1.750
Low (YTD): 9/11/2024 0.070
52W High: 4/10/2024 1.750
52W Low: 9/11/2024 0.070
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.903
Avg. volume 6M:   0.000
Avg. price 1Y:   0.991
Avg. volume 1Y:   18.039
Volatility 1M:   380.38%
Volatility 6M:   204.83%
Volatility 1Y:   169.16%
Volatility 3Y:   -