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DZ Bank Call 290 GOS 20.12.2024/  DE000DJ0Q8B2  /

Frankfurt Zert./DZB
2024-06-05  6:35:21 PM Chg.+0.570 Bid6:54:26 PM Ask- Underlying Strike price Expiration date Option type
16.290EUR +3.63% 16.270
Bid Size: 10,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 290.00 - 2024-12-20 Call
 

Master data

WKN: DJ0Q8B
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 13.42
Intrinsic value: 12.84
Implied volatility: 0.71
Historic volatility: 0.19
Parity: 12.84
Time value: 2.92
Break-even: 447.60
Moneyness: 1.44
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.15
Omega: 2.24
Rho: 1.06
 

Quote data

Open: 15.860
High: 16.380
Low: 15.780
Previous Close: 15.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.20%
1 Month  
+14.08%
3 Months  
+57.70%
YTD  
+66.06%
1 Year  
+165.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.940 15.400
1M High / 1M Low: 17.070 14.700
6M High / 6M Low: 17.070 6.650
High (YTD): 2024-05-21 17.070
Low (YTD): 2024-01-17 9.050
52W High: 2024-05-21 17.070
52W Low: 2023-10-27 3.560
Avg. price 1W:   15.690
Avg. volume 1W:   0.000
Avg. price 1M:   15.938
Avg. volume 1M:   0.000
Avg. price 6M:   11.257
Avg. volume 6M:   0.000
Avg. price 1Y:   8.578
Avg. volume 1Y:   0.000
Volatility 1M:   36.71%
Volatility 6M:   64.96%
Volatility 1Y:   74.39%
Volatility 3Y:   -