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DZ Bank Call 6.5 SGL 21.06.2024/  DE000DW3QJJ0  /

Frankfurt Zert./DZB
2024-05-21  9:34:55 AM Chg.+0.020 Bid2024-05-21 Ask2024-05-21 Underlying Strike price Expiration date Option type
0.730EUR +2.82% 0.730
Bid Size: 12,500		 0.770
Ask Size: 12,500		 SGL CARBON SE O.N. 6.50 - 2024-06-21 Call
 

Master data

WKN: DW3QJJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.25
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.51
Implied volatility: 0.68
Historic volatility: 0.27
Parity: 0.51
Time value: 0.34
Break-even: 7.35
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.72
Spread abs.: 0.12
Spread %: 16.44%
Delta: 0.69
Theta: -0.01
Omega: 5.68
Rho: 0.00
 

Quote data

Open: 0.730
High: 0.740
Low: 0.730
Previous Close: 0.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.67%
1 Month  
+2.82%
3 Months  
+15.87%
YTD  
+1.39%
1 Year
  -79.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.710
1M High / 1M Low: 0.860 0.540
6M High / 6M Low: 1.030 0.270
High (YTD): 2024-04-10 1.030
Low (YTD): 2024-01-30 0.270
52W High: 2023-05-22 3.320
52W Low: 2024-01-30 0.270
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.689
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   1.115
Avg. volume 1Y:   0.000
Volatility 1M:   256.94%
Volatility 6M:   239.75%
Volatility 1Y:   182.79%
Volatility 3Y:   -