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DZ Bank Call 300 GOS 21.06.2024/  DE000DJ0Q8A4  /

EUWAX
2024-06-05  8:10:54 AM Chg.+0.21 Bid7:18:26 PM Ask7:18:14 PM Underlying Strike price Expiration date Option type
14.46EUR +1.47% 14.74
Bid Size: 20,000		 -
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: 14.46
High: 14.46
Low: 14.46
Previous Close: 14.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.96%
1 Month  
+14.13%
3 Months  
+63.57%
YTD  
+74.22%
1 Year  
+201.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.63 13.94
1M High / 1M Low: 15.86 13.05
6M High / 6M Low: 15.86 4.98
High (YTD): 2024-05-20 15.86
Low (YTD): 2024-01-18 7.43
52W High: 2024-05-20 15.86
52W Low: 2023-10-27 2.21
Avg. price 1W:   14.27
Avg. volume 1W:   0.00
Avg. price 1M:   14.57
Avg. volume 1M:   0.00
Avg. price 6M:   9.73
Avg. volume 6M:   0.00
Avg. price 1Y:   7.10
Avg. volume 1Y:   0.00
Volatility 1M:   54.00%
Volatility 6M:   81.05%
Volatility 1Y:   96.56%
Volatility 3Y:   -