DZ Bank Call 8 SGL 20.09.2024
/ DE000DJ23P28
DZ Bank Call 8 SGL 20.09.2024/ DE000DJ23P28 /
| 2024-05-02 9:04:43 AM |
Chg.+0.040 |
Bid9:10:51 AM |
Ask9:10:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+21.05% |
0.210
Bid Size: 12,500 |
0.240
Ask Size: 12,500 |
SGL CARBON SE O.N. |
8.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23P2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-1.27 |
| Time value: |
0.28 |
| Break-even: |
8.28 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.09 |
| Spread %: |
47.37% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
7.25 |
| Rho: |
0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.230 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
+130.00% |
| YTD |
|
|
-30.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.190 |
| 1M High / 1M Low: |
0.440 |
0.190 |
| 6M High / 6M Low: |
0.450 |
0.090 |
| High (YTD): |
2024-03-27 |
0.450 |
| Low (YTD): |
2024-02-05 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.244 |
| Avg. volume 6M: |
|
161.290 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.38% |
| Volatility 6M: |
|
303.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
