DZ Bank Call 6.5 SGL 21.06.2024
/ DE000DW3QJJ0
DZ Bank Call 6.5 SGL 21.06.2024/ DE000DW3QJJ0 /
| 2024-05-09 8:03:26 AM |
Chg.0.000 |
Bid10:22:05 AM |
Ask10:22:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
0.00% |
0.770
Bid Size: 12,500 |
0.810
Ask Size: 12,500 |
SGL CARBON SE O.N. |
6.50 - |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2022-06-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
0.48 |
| Time value: |
0.23 |
| Break-even: |
7.21 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.09 |
| Spread %: |
14.52% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
7.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.56% |
| 1 Month |
|
|
-33.68% |
| 3 Months |
|
|
+31.25% |
| YTD |
|
|
-11.27% |
| 1 Year |
|
|
-80.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.620 |
| 1M High / 1M Low: |
1.030 |
0.550 |
| 6M High / 6M Low: |
1.030 |
0.270 |
| High (YTD): |
2024-04-10 |
1.030 |
| Low (YTD): |
2024-01-30 |
0.270 |
| 52W High: |
2023-05-19 |
3.460 |
| 52W Low: |
2024-01-30 |
0.270 |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
48.387 |
| Avg. price 1Y: |
|
1.207 |
| Avg. volume 1Y: |
|
23.438 |
| Volatility 1M: |
|
166.16% |
| Volatility 6M: |
|
216.18% |
| Volatility 1Y: |
|
164.42% |
| Volatility 3Y: |
|
- |
