DZ Bank Call 9 SGL 20.12.2024/  DE000DW83VS7  /

Frankfurt Zert./DZB
2024-06-06  12:04:21 PM Chg.+0.120 Bid12:13:32 PM Ask12:13:32 PM Underlying Strike price Expiration date Option type
0.300EUR +66.67% 0.320
Bid Size: 12,500
0.350
Ask Size: 12,500
SGL CARBON SE O.N. 9.00 - 2024-12-20 Call
 

Master data

WKN: DW83VS
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.81
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -1.76
Time value: 0.27
Break-even: 9.27
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.58
Spread abs.: 0.09
Spread %: 50.00%
Delta: 0.27
Theta: 0.00
Omega: 7.13
Rho: 0.01
 

Quote data

Open: 0.180
High: 0.300
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+114.29%
1 Month  
+66.67%
3 Months  
+100.00%
YTD  
+25.00%
1 Year
  -85.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.220 0.140
6M High / 6M Low: 0.340 0.100
High (YTD): 2024-04-10 0.340
Low (YTD): 2024-03-19 0.100
52W High: 2023-06-07 2.120
52W Low: 2024-03-19 0.100
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   0.504
Avg. volume 1Y:   0.000
Volatility 1M:   230.19%
Volatility 6M:   270.09%
Volatility 1Y:   207.75%
Volatility 3Y:   -