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DZ Bank Call 6.5 SGL 21.06.2024/  DE000DW3QJJ0  /

Frankfurt Zert./DZB
17/05/2024  15:04:29 Chg.-0.030 Bid15:10:19 Ask15:10:19 Underlying Strike price Expiration date Option type
0.690EUR -4.17% 0.690
Bid Size: 12,500		 0.730
Ask Size: 12,500		 SGL CARBON SE O.N. 6.50 - 21/06/2024 Call
 

Master data

WKN: DW3QJJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 21/06/2024
Issue date: 28/06/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.52
Implied volatility: 0.63
Historic volatility: 0.27
Parity: 0.52
Time value: 0.32
Break-even: 7.34
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.59
Spread abs.: 0.12
Spread %: 16.67%
Delta: 0.70
Theta: -0.01
Omega: 5.81
Rho: 0.00
 

Quote data

Open: 0.730
High: 0.760
Low: 0.670
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.43%
1 Month
  -12.66%
3 Months  
+1.47%
YTD
  -4.17%
1 Year
  -78.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.700
1M High / 1M Low: 0.860 0.540
6M High / 6M Low: 1.030 0.270
High (YTD): 10/04/2024 1.030
Low (YTD): 30/01/2024 0.270
52W High: 19/05/2023 3.500
52W Low: 30/01/2024 0.270
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.698
Avg. volume 1M:   0.000
Avg. price 6M:   0.572
Avg. volume 6M:   0.000
Avg. price 1Y:   1.144
Avg. volume 1Y:   0.000
Volatility 1M:   255.57%
Volatility 6M:   240.82%
Volatility 1Y:   182.57%
Volatility 3Y:   -