DZ Bank Call 360 GS 16.01.2026
/ DE000DJ80VU6
DZ Bank Call 360 GS 16.01.2026/ DE000DJ80VU6 /
| 20/09/2024 11:04:39 |
Chg.-0.090 |
Bid20/09/2024 |
Ask20/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.510EUR |
-0.62% |
14.520
Bid Size: 4,000 |
14.620
Ask Size: 4,000 |
Goldman Sachs Group ... |
360.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
DJ80VU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
30/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.50 |
| Intrinsic value: |
12.89 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
12.89 |
| Time value: |
1.81 |
| Break-even: |
469.60 |
| Moneyness: |
1.40 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
0.34% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
2.87 |
| Rho: |
3.64 |
Quote data
| Open: |
14.590 |
| High: |
14.600 |
| Low: |
14.510 |
| Previous Close: |
14.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.48% |
| 1 Month |
|
|
+2.91% |
| 3 Months |
|
|
+21.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.600 |
12.900 |
| 1M High / 1M Low: |
15.380 |
11.930 |
| 6M High / 6M Low: |
15.460 |
7.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.851 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.961 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.24% |
| Volatility 6M: |
|
72.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
