OverviewChartNewsTraderScreen

DZ Bank Call 7.5 SGL 21.06.2024/  DE000DW3QJL6  /

EUWAX
15/05/2024  11:04:46 Chg.+0.040 Bid11:05:29 Ask11:05:29 Underlying Strike price Expiration date Option type
0.230EUR +21.05% 0.230
Bid Size: 12,500		 0.260
Ask Size: 12,500		 SGL CARBON SE O.N. 7.50 - 21/06/2024 Call
 

Master data

WKN: DW3QJL
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Call
Strike price: 7.50 -
Maturity: 21/06/2024
Issue date: 28/06/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.17
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -0.49
Time value: 0.29
Break-even: 7.79
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 1.83
Spread abs.: 0.09
Spread %: 45.00%
Delta: 0.38
Theta: -0.01
Omega: 9.30
Rho: 0.00
 

Quote data

Open: 0.190
High: 0.230
Low: 0.190
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+130.00%
1 Month
  -17.86%
3 Months
  -30.30%
YTD
  -25.81%
1 Year
  -91.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.100
1M High / 1M Low: 0.280 0.100
6M High / 6M Low: 0.410 0.060
High (YTD): 10/04/2024 0.410
Low (YTD): 01/02/2024 0.060
52W High: 19/05/2023 2.870
52W Low: 01/02/2024 0.060
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   0.735
Avg. volume 1Y:   0.000
Volatility 1M:   645.96%
Volatility 6M:   425.07%
Volatility 1Y:   311.33%
Volatility 3Y:   -