DZ Bank Call 7.5 SGL 20.06.2025
/ DE000DJ4NU54
DZ Bank Call 7.5 SGL 20.06.2025/ DE000DJ4NU54 /
30/08/2024 18:09:11 |
Chg.0.000 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SGL CARBON SE O.N. |
7.50 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ4NU5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SGL CARBON SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 EUR |
Maturity: |
20/06/2025 |
Issue date: |
07/08/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
-1.81 |
Time value: |
0.22 |
Break-even: |
7.72 |
Moneyness: |
0.76 |
Premium: |
0.36 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.09 |
Spread %: |
69.23% |
Delta: |
0.25 |
Theta: |
0.00 |
Omega: |
6.45 |
Rho: |
0.01 |
Quote data
Open: |
0.140 |
High: |
0.190 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
1,520 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-62.16% |
3 Months |
|
|
-84.27% |
YTD |
|
|
-83.53% |
1 Year |
|
|
-90.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.370 |
0.130 |
6M High / 6M Low: |
1.140 |
0.130 |
High (YTD): |
10/04/2024 |
1.140 |
Low (YTD): |
28/08/2024 |
0.130 |
52W High: |
04/09/2023 |
1.550 |
52W Low: |
28/08/2024 |
0.130 |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
1,600 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
347.826 |
Avg. price 6M: |
|
0.668 |
Avg. volume 6M: |
|
77.519 |
Avg. price 1Y: |
|
0.753 |
Avg. volume 1Y: |
|
39.063 |
Volatility 1M: |
|
226.70% |
Volatility 6M: |
|
153.82% |
Volatility 1Y: |
|
135.04% |
Volatility 3Y: |
|
- |