DZ Bank Call 8 SGL 20.09.2024
/ DE000DJ23P28
DZ Bank Call 8 SGL 20.09.2024/ DE000DJ23P28 /
| 2024-06-06 5:04:42 PM |
Chg.+0.210 |
Bid5:36:05 PM |
Ask5:36:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+110.53% |
0.330
Bid Size: 4,375 |
0.410
Ask Size: 4,375 |
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: |
25.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-0.76 |
| Time value: |
0.28 |
| Break-even: |
8.28 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.09 |
| Spread %: |
47.37% |
| Delta: |
0.35 |
| Theta: |
0.00 |
| Omega: |
8.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.440 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+166.67% |
| 1 Month |
|
|
+90.48% |
| 3 Months |
|
|
+110.53% |
| YTD |
|
|
+21.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.150 |
| 1M High / 1M Low: |
0.270 |
0.140 |
| 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: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.225 |
| Avg. volume 6M: |
|
80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.24% |
| Volatility 6M: |
|
310.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
