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DZ Bank Call 300 GOS 21.06.2024/  DE000DJ0Q8A4  /

Frankfurt Zert./DZB
2024-06-05  3:05:03 PM Chg.+0.110 Bid3:21:56 PM Ask- Underlying Strike price Expiration date Option type
14.420EUR +0.77% 14.470
Bid Size: 3,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 300.00 - 2024-06-21 Call
 

Master data

WKN: DJ0Q8A
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2023-03-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 11.89
Intrinsic value: 11.84
Implied volatility: 2.30
Historic volatility: 0.19
Parity: 11.84
Time value: 2.47
Break-even: 443.10
Moneyness: 1.39
Premium: 0.06
Premium p.a.: 2.70
Spread abs.: -0.05
Spread %: -0.35%
Delta: 0.83
Theta: -1.64
Omega: 2.41
Rho: 0.09
 

Quote data

Open: 14.450
High: 14.470
Low: 14.370
Previous Close: 14.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.57%
1 Month  
+11.61%
3 Months  
+63.12%
YTD  
+73.53%
1 Year  
+197.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.650 13.960
1M High / 1M Low: 15.800 13.350
6M High / 6M Low: 15.800 5.050
High (YTD): 2024-05-21 15.800
Low (YTD): 2024-01-17 7.500
52W High: 2024-05-21 15.800
52W Low: 2023-10-27 2.140
Avg. price 1W:   14.296
Avg. volume 1W:   0.000
Avg. price 1M:   14.615
Avg. volume 1M:   0.000
Avg. price 6M:   9.794
Avg. volume 6M:   0.000
Avg. price 1Y:   7.126
Avg. volume 1Y:   0.000
Volatility 1M:   42.27%
Volatility 6M:   80.70%
Volatility 1Y:   96.99%
Volatility 3Y:   -