DZ Bank Call 7 SGL 21.03.2025
/ DE000DQ2NLW6
DZ Bank Call 7 SGL 21.03.2025/ DE000DQ2NLW6 /
| 2024-06-06 8:28:47 AM |
Chg.-0.01 |
Bid9:02:05 AM |
Ask9:02:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-0.96% |
1.09
Bid Size: 12,500 |
1.12
Ask Size: 12,500 |
SGL CARBON SE O.N. |
7.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2NLW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.08 |
| Time value: |
0.95 |
| Break-even: |
8.03 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
9.57% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
4.21 |
| Rho: |
0.03 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.75% |
| 1 Month |
|
|
+8.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.92 |
| 1M High / 1M Low: |
1.11 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
