DZ Bank Call 6 SGL 20.12.2024
/ DE000DJ2Q6R0
DZ Bank Call 6 SGL 20.12.2024/ DE000DJ2Q6R0 /
| 2024-06-05 6:09:26 PM |
Chg.+0.12 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+8.70% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
1.08 |
| Time value: |
0.42 |
| Break-even: |
7.50 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.12 |
| Spread %: |
8.70% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
3.69 |
| Rho: |
0.02 |
Quote data
| Open: |
1.41 |
| High: |
1.52 |
| Low: |
1.41 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+7.91% |
| 3 Months |
|
|
+45.63% |
| YTD |
|
|
+15.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.35 |
| 1M High / 1M Low: |
1.59 |
1.31 |
| 6M High / 6M Low: |
1.75 |
0.76 |
| High (YTD): |
2024-04-10 |
1.75 |
| Low (YTD): |
2024-01-30 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
36.80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.98% |
| Volatility 6M: |
|
120.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
