DZ Bank Call 6 SGL 20.09.2024
/ DE000DJ23PZ7
DZ Bank Call 6 SGL 20.09.2024/ DE000DJ23PZ7 /
| 5/22/2024 7:04:40 PM |
Chg.-0.040 |
Bid5/22/2024 |
Ask5/22/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-3.23% |
1.200
Bid Size: 4,375 |
1.300
Ask Size: 4,375 |
SGL CARBON SE O.N. |
6.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23PZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
1.00 |
| Time value: |
0.36 |
| Break-even: |
7.36 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.12 |
| Spread %: |
9.68% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.98 |
| Rho: |
0.01 |
Quote data
| Open: |
1.180 |
| High: |
1.300 |
| Low: |
1.180 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-5.51% |
| 3 Months |
|
|
+22.45% |
| YTD |
|
|
+4.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.240 |
| 1M High / 1M Low: |
1.410 |
1.100 |
| 6M High / 6M Low: |
1.610 |
0.620 |
| High (YTD): |
4/10/2024 |
1.610 |
| Low (YTD): |
1/30/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.020 |
| Avg. volume 6M: |
|
2.419 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.54% |
| Volatility 6M: |
|
144.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
