OverviewChartNewsTraderScreen

DZ Bank Call 300 GOS 20.12.2024/  DE000DJ0Q8C0  /

EUWAX
05/06/2024  08:10:54 Chg.+0.20 Bid20:57:35 Ask20:57:35 Underlying Strike price Expiration date Option type
14.99EUR +1.35% 15.44
Bid Size: 20,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 300.00 - 20/12/2024 Call
 

Master data

WKN: DJ0Q8C
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 20/12/2024
Issue date: 29/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.81
Leverage: Yes

Calculated values

Fair value: 12.45
Intrinsic value: 11.84
Implied volatility: 0.68
Historic volatility: 0.19
Parity: 11.84
Time value: 3.04
Break-even: 448.80
Moneyness: 1.39
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -0.15
Omega: 2.33
Rho: 1.08
 

Quote data

Open: 14.99
High: 14.99
Low: 14.99
Previous Close: 14.79
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.13%
1 Month  
+13.73%
3 Months  
+56.96%
YTD  
+65.27%
1 Year  
+172.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.16 14.50
1M High / 1M Low: 16.26 13.53
6M High / 6M Low: 16.26 5.89
High (YTD): 20/05/2024 16.26
Low (YTD): 18/01/2024 8.23
52W High: 20/05/2024 16.26
52W Low: 27/10/2023 3.17
Avg. price 1W:   14.79
Avg. volume 1W:   0.00
Avg. price 1M:   15.02
Avg. volume 1M:   0.00
Avg. price 6M:   10.40
Avg. volume 6M:   0.00
Avg. price 1Y:   7.86
Avg. volume 1Y:   0.00
Volatility 1M:   50.10%
Volatility 6M:   70.62%
Volatility 1Y:   80.02%
Volatility 3Y:   -