DZ Bank Call 6 SGL 20.09.2024
/ DE000DJ23PZ7
DZ Bank Call 6 SGL 20.09.2024/ DE000DJ23PZ7 /
| 2024-04-30 9:34:52 PM |
Chg.-0.140 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-11.11% |
1.110
Bid Size: 1,250 |
1.200
Ask Size: 1,250 |
SGL CARBON SE O.N. |
6.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23PZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
0.73 |
| Time value: |
0.47 |
| Break-even: |
7.20 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
8.11% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
4.06 |
| Rho: |
0.01 |
Quote data
| Open: |
1.260 |
| High: |
1.260 |
| Low: |
1.050 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.85% |
| 1 Month |
|
|
-16.42% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
-2.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.100 |
| 1M High / 1M Low: |
1.610 |
1.100 |
| 6M High / 6M Low: |
1.610 |
0.620 |
| High (YTD): |
2024-04-10 |
1.610 |
| Low (YTD): |
2024-01-30 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.989 |
| Avg. volume 6M: |
|
2.400 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.09% |
| Volatility 6M: |
|
145.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
