DZ Bank Call 340 GOS 21.06.2024
/ DE000DJ3F4E5
DZ Bank Call 340 GOS 21.06.2024/ DE000DJ3F4E5 /
| 2024-06-05 8:25:13 AM |
Chg.+0.21 |
Bid8:19:11 PM |
Ask8:19:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.78EUR |
+1.99% |
11.15
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: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.90 |
| Intrinsic value: |
7.84 |
| Implied volatility: |
1.87 |
| Historic volatility: |
0.19 |
| Parity: |
7.84 |
| Time value: |
2.80 |
| Break-even: |
446.40 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
3.38 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.28% |
| Delta: |
0.77 |
| Theta: |
-1.59 |
| Omega: |
3.02 |
| Rho: |
0.09 |
Quote data
| Open: |
10.78 |
| High: |
10.78 |
| Low: |
10.78 |
| Previous Close: |
10.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
+20.45% |
| 3 Months |
|
|
+97.44% |
| YTD |
|
|
+106.51% |
| 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 |
2.47 |
| High (YTD): |
2024-05-20 |
12.21 |
| Low (YTD): |
2024-01-18 |
4.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.37% |
| Volatility 6M: |
|
142.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
