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DZ Bank Call 8 SGL 20.12.2024/  DE000DW83VQ1  /

Frankfurt Zert./DZB
2024-05-31  9:35:15 PM Chg.+0.020 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.370EUR +5.71% 0.390
Bid Size: 1,250		 0.480
Ask Size: 1,250		 SGL CARBON SE O.N. 8.00 - 2024-12-20 Call
 

Master data

WKN: DW83VQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.69
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -0.95
Time value: 0.48
Break-even: 8.48
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.40
Spread abs.: 0.09
Spread %: 23.08%
Delta: 0.40
Theta: 0.00
Omega: 5.91
Rho: 0.01
 

Quote data

Open: 0.350
High: 0.380
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+5.71%
3 Months  
+15.63%
YTD
  -13.95%
1 Year
  -84.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.340
1M High / 1M Low: 0.470 0.330
6M High / 6M Low: 0.630 0.200
High (YTD): 2024-04-10 0.630
Low (YTD): 2024-02-05 0.200
52W High: 2023-06-07 2.580
52W Low: 2024-02-05 0.200
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.366
Avg. volume 6M:   12.792
Avg. price 1Y:   0.763
Avg. volume 1Y:   64.840
Volatility 1M:   172.17%
Volatility 6M:   215.60%
Volatility 1Y:   167.77%
Volatility 3Y:   -