DZ Bank Call 340 GOS 21.06.2024
/ DE000DJ3F4E5
DZ Bank Call 340 GOS 21.06.2024/ DE000DJ3F4E5 /
| 2024-05-31 9:35:16 PM |
Chg.+0.310 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.590EUR |
+3.02% |
10.850
Bid Size: 5,000 |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
340.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3F4E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.64 |
| Intrinsic value: |
7.57 |
| Implied volatility: |
1.58 |
| Historic volatility: |
0.20 |
| Parity: |
7.57 |
| Time value: |
2.71 |
| Break-even: |
442.80 |
| Moneyness: |
1.22 |
| Premium: |
0.07 |
| Premium p.a.: |
2.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.10% |
| Delta: |
0.77 |
| Theta: |
-1.17 |
| Omega: |
3.10 |
| Rho: |
0.12 |
Quote data
| Open: |
10.250 |
| High: |
10.590 |
| Low: |
10.190 |
| Previous Close: |
10.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.37% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+106.43% |
| YTD |
|
|
+102.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.370 |
10.280 |
| 1M High / 1M Low: |
12.110 |
8.360 |
| 6M High / 6M Low: |
12.110 |
2.410 |
| High (YTD): |
2024-05-21 |
12.110 |
| Low (YTD): |
2024-02-14 |
4.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.675 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.19% |
| Volatility 6M: |
|
126.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
