DZ Bank Call 7 SGL 20.09.2024
/ DE000DJ23P10
DZ Bank Call 7 SGL 20.09.2024/ DE000DJ23P10 /
| 2024-06-13 11:34:53 AM |
Chg.+0.020 |
Bid2024-06-13 |
Ask2024-06-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+2.67% |
0.770
Bid Size: 12,500 |
0.800
Ask Size: 12,500 |
SGL CARBON SE O.N. |
7.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23P1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.37 |
| Break-even: |
7.84 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
12.00% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
6.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.830 |
| Low: |
0.740 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
+35.09% |
| 3 Months |
|
|
+71.11% |
| YTD |
|
|
+20.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.640 |
| 1M High / 1M Low: |
0.810 |
0.500 |
| 6M High / 6M Low: |
0.930 |
0.260 |
| High (YTD): |
2024-04-10 |
0.930 |
| Low (YTD): |
2024-01-30 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.92% |
| Volatility 6M: |
|
211.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
