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DZ Bank Call 6.5 SGL 21.06.2024/  DE000DW3QJJ0  /

Frankfurt Zert./DZB
2024-04-29  9:34:54 PM Chg.-0.040 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.690EUR -5.48% 0.690
Bid Size: 1,250		 0.780
Ask Size: 1,250		 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: 8.59
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.46
Implied volatility: 0.52
Historic volatility: 0.28
Parity: 0.46
Time value: 0.35
Break-even: 7.31
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.40
Spread abs.: 0.09
Spread %: 12.50%
Delta: 0.68
Theta: -0.01
Omega: 5.86
Rho: 0.01
 

Quote data

Open: 0.680
High: 0.780
Low: 0.670
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.43%
1 Month
  -13.75%
3 Months  
+86.49%
YTD
  -4.17%
1 Year
  -74.54%
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.540
1M High / 1M Low: 1.030 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: 2023-05-19 3.500
52W Low: 2024-01-30 0.270
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   1.258
Avg. volume 1Y:   0.000
Volatility 1M:   215.73%
Volatility 6M:   231.19%
Volatility 1Y:   175.89%
Volatility 3Y:   -