DZ Bank Call 340 GOS 21.06.2024
/ DE000DJ3F4E5
DZ Bank Call 340 GOS 21.06.2024/ DE000DJ3F4E5 /
| 2024-06-06 8:24:58 AM |
Chg.+0.43 |
Bid8:37:39 PM |
Ask8:37:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.21EUR |
+3.99% |
10.90
Bid Size: 20,000 |
-
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: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.51 |
| Intrinsic value: |
8.46 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.19 |
| Parity: |
8.46 |
| Time value: |
2.32 |
| Break-even: |
447.80 |
| Moneyness: |
1.25 |
| Premium: |
0.05 |
| Premium p.a.: |
2.65 |
| Spread abs.: |
-0.47 |
| Spread %: |
-4.18% |
| Delta: |
0.79 |
| Theta: |
-1.53 |
| Omega: |
3.10 |
| Rho: |
0.09 |
Quote data
| Open: |
11.21 |
| High: |
11.21 |
| Low: |
11.21 |
| Previous Close: |
10.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.37% |
| 1 Month |
|
|
+20.02% |
| 3 Months |
|
|
+105.69% |
| YTD |
|
|
+114.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.92 |
10.25 |
| 1M High / 1M Low: |
12.21 |
9.34 |
| 6M High / 6M Low: |
12.21 |
2.60 |
| High (YTD): |
2024-05-20 |
12.21 |
| Low (YTD): |
2024-01-18 |
4.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.71% |
| Volatility 6M: |
|
142.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
