DZ Bank Call 7.5 SGL 20.06.2025
/ DE000DJ4NU54
DZ Bank Call 7.5 SGL 20.06.2025/ DE000DJ4NU54 /
| 2024-05-31 9:35:24 PM |
Chg.+0.030 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+3.53% |
0.910
Bid Size: 1,250 |
1.000
Ask Size: 1,250 |
SGL CARBON SE O.N. |
7.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4NU5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.45 |
| Time value: |
1.00 |
| Break-even: |
8.50 |
| Moneyness: |
0.94 |
| Premium: |
0.21 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
9.89% |
| Delta: |
0.55 |
| Theta: |
0.00 |
| Omega: |
3.89 |
| Rho: |
0.03 |
Quote data
| Open: |
0.840 |
| High: |
0.890 |
| Low: |
0.830 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.92% |
| 3 Months |
|
|
+29.41% |
| YTD |
|
|
+3.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.820 |
| 1M High / 1M Low: |
0.960 |
0.810 |
| 6M High / 6M Low: |
1.140 |
0.460 |
| High (YTD): |
2024-04-10 |
1.140 |
| Low (YTD): |
2024-01-30 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
2.824 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.01% |
| Volatility 6M: |
|
137.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
