DZ Bank Call 6 SGL 20.12.2024
/ DE000DJ2Q6R0
DZ Bank Call 6 SGL 20.12.2024/ DE000DJ2Q6R0 /
| 2024-05-31 9:35:24 PM |
Chg.+0.020 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+1.49% |
1.410
Bid Size: 1,250 |
1.530
Ask Size: 1,250 |
SGL CARBON SE O.N. |
6.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2Q6R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
1.00 |
| Time value: |
0.45 |
| Break-even: |
7.45 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
9.02% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.72 |
| Rho: |
0.02 |
Quote data
| Open: |
1.330 |
| High: |
1.390 |
| Low: |
1.320 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.45% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+29.52% |
| YTD |
|
|
+5.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.310 |
| 1M High / 1M Low: |
1.590 |
1.310 |
| 6M High / 6M Low: |
1.740 |
0.760 |
| High (YTD): |
2024-04-10 |
1.740 |
| Low (YTD): |
2024-01-30 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.183 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.72% |
| Volatility 6M: |
|
128.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
