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DZ Bank Call 330 GOS 20.12.2024/  DE000DJ0Q8D8  /

Frankfurt Zert./DZB
2024-06-05  5:34:39 PM Chg.+0.550 Bid5:39:55 PM Ask- Underlying Strike price Expiration date Option type
12.780EUR +4.50% 12.850
Bid Size: 10,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 330.00 - 2024-12-20 Call
 

Master data

WKN: DJ0Q8D
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 9.57
Intrinsic value: 8.84
Implied volatility: 0.59
Historic volatility: 0.19
Parity: 8.84
Time value: 3.39
Break-even: 452.30
Moneyness: 1.27
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: -0.06
Spread %: -0.49%
Delta: 0.79
Theta: -0.15
Omega: 2.70
Rho: 1.13
 

Quote data

Open: 12.360
High: 12.810
Low: 12.280
Previous Close: 12.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.73%
1 Month  
+17.68%
3 Months  
+75.79%
YTD  
+83.36%
1 Year  
+215.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.440 11.930
1M High / 1M Low: 13.590 11.270
6M High / 6M Low: 13.590 4.160
High (YTD): 2024-05-21 13.590
Low (YTD): 2024-01-26 6.180
52W High: 2024-05-21 13.590
52W Low: 2023-10-27 1.940
Avg. price 1W:   12.208
Avg. volume 1W:   0.000
Avg. price 1M:   12.463
Avg. volume 1M:   0.000
Avg. price 6M:   8.161
Avg. volume 6M:   0.000
Avg. price 1Y:   5.962
Avg. volume 1Y:   0.000
Volatility 1M:   46.07%
Volatility 6M:   85.54%
Volatility 1Y:   95.34%
Volatility 3Y:   -