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DZ Bank Call 8.5 SGL 20.12.2024/  DE000DW83VR9  /

Frankfurt Zert./DZB
2024-06-06  8:34:33 PM Chg.+0.090 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.370EUR +32.14% 0.370
Bid Size: 3,125		 0.450
Ask Size: 3,125		 SGL CARBON SE O.N. 8.50 - 2024-12-20 Call
 

Master data

WKN: DW83VR
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.57
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -1.26
Time value: 0.37
Break-even: 8.87
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.46
Spread abs.: 0.09
Spread %: 32.14%
Delta: 0.34
Theta: 0.00
Omega: 6.64
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.500
Low: 0.280
Previous Close: 0.280
Turnover: 3,110
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+60.87%
1 Month  
+37.04%
3 Months  
+68.18%
YTD  
+12.12%
1 Year
  -83.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.230
1M High / 1M Low: 0.330 0.220
6M High / 6M Low: 0.470 0.140
High (YTD): 2024-04-10 0.470
Low (YTD): 2024-02-01 0.140
52W High: 2023-06-07 2.340
52W Low: 2024-02-01 0.140
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   565.217
Avg. price 6M:   0.262
Avg. volume 6M:   332.800
Avg. price 1Y:   0.609
Avg. volume 1Y:   189.844
Volatility 1M:   169.12%
Volatility 6M:   234.46%
Volatility 1Y:   180.83%
Volatility 3Y:   -