DZ Bank Call 7 SGL 20.06.2025
/ DE000DJ4NU47
DZ Bank Call 7 SGL 20.06.2025/ DE000DJ4NU47 /
| 2024-06-13 10:04:26 AM |
Chg.-0.010 |
Bid10:05:04 AM |
Ask10:05:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-0.78% |
1.260
Bid Size: 12,500 |
1.290
Ask Size: 12,500 |
SGL CARBON SE O.N. |
7.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4NU4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.90 |
| Break-even: |
8.37 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
7.03% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
3.71 |
| Rho: |
0.04 |
Quote data
| Open: |
1.330 |
| High: |
1.350 |
| Low: |
1.270 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.62% |
| 1 Month |
|
|
+17.59% |
| 3 Months |
|
|
+54.88% |
| YTD |
|
|
+22.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.160 |
| 1M High / 1M Low: |
1.360 |
1.030 |
| 6M High / 6M Low: |
1.400 |
0.600 |
| High (YTD): |
2024-04-10 |
1.400 |
| Low (YTD): |
2024-01-30 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.260 |
| Avg. volume 1W: |
|
600 |
| Avg. price 1M: |
|
1.140 |
| Avg. volume 1M: |
|
130.435 |
| Avg. price 6M: |
|
0.968 |
| Avg. volume 6M: |
|
48 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.15% |
| Volatility 6M: |
|
129.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
