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DZ Bank Call 290 GOS 20.12.2024/  DE000DJ0Q8B2  /

EUWAX
6/5/2024  8:10:54 AM Chg.+0.21 Bid3:41:18 PM Ask3:41:18 PM Underlying Strike price Expiration date Option type
15.87EUR +1.34% 16.09
Bid Size: 15,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 290.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/29/2023
Last trading day: 12/19/2024
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: 15.87
High: 15.87
Low: 15.87
Previous Close: 15.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.06%
1 Month  
+12.95%
3 Months  
+53.48%
YTD  
+61.77%
1 Year  
+161.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.04 15.38
1M High / 1M Low: 17.13 14.40
6M High / 6M Low: 17.13 6.57
High (YTD): 5/20/2024 17.13
Low (YTD): 1/18/2024 8.97
52W High: 5/20/2024 17.13
52W Low: 10/27/2023 3.66
Avg. price 1W:   15.67
Avg. volume 1W:   0.00
Avg. price 1M:   15.89
Avg. volume 1M:   0.00
Avg. price 6M:   11.19
Avg. volume 6M:   0.00
Avg. price 1Y:   8.56
Avg. volume 1Y:   0.00
Volatility 1M:   47.28%
Volatility 6M:   65.23%
Volatility 1Y:   74.79%
Volatility 3Y:   -