DZ Bank Call 7.5 SGL 20.09.2024
/ DE000DQ15HF7
DZ Bank Call 7.5 SGL 20.09.2024/ DE000DQ15HF7 /
| 6/12/2024 6:13:13 PM |
Chg.- |
Bid8:02:12 AM |
Ask8:02:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
0.500
Bid Size: 3,125 |
0.580
Ask Size: 3,125 |
SGL CARBON SE O.N. |
7.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DQ15HF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-0.28 |
| Time value: |
0.48 |
| Break-even: |
7.98 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.09 |
| Spread %: |
23.08% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
7.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.530 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.55% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.400 |
| 1M High / 1M Low: |
0.530 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
