Diamonds are a form of carbon, but unlike other forms of carbon such as graphite (the substance used as pencil lead), diamonds are created in very unusual conditions.
But it's just carbon, the same element that makes up the graphite in this pencil lead, which is so soft, that it's intended purpose is to rub off on stuff.
Graphene, which consists of monolayers of carbon atoms bonded in a repeating hexagonal pattern, can be made in a number of ways, mostly by stripping flakes of carbon from mined graphite (sticky tape and pencil lead will do).