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DZ Bank Call 9.5 SGL 20.12.2024/  DE000DW83VT5  /

Frankfurt Zert./DZB
2024-05-31  9:35:16 PM Chg.+0.010 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.090
Bid Size: 1,250		 0.180
Ask Size: 1,250		 SGL CARBON SE O.N. 9.50 - 2024-12-20 Call
 

Master data

WKN: DW83VT
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 39.17
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -2.45
Time value: 0.18
Break-even: 9.68
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.77
Spread abs.: 0.09
Spread %: 100.00%
Delta: 0.19
Theta: 0.00
Omega: 7.48
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.110
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -25.00%
YTD
  -50.00%
1 Year
  -94.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.080
1M High / 1M Low: 0.160 0.070
6M High / 6M Low: 0.240 0.070
High (YTD): 2024-04-10 0.240
Low (YTD): 2024-05-10 0.070
52W High: 2023-06-07 1.940
52W Low: 2024-05-10 0.070
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   394.24%
Volatility 6M:   318.30%
Volatility 1Y:   237.42%
Volatility 3Y:   -