OverviewChartNewsTraderScreen

DZ Bank Call 370 GOS 20.12.2024/  DE000DJ0Q8F3  /

EUWAX
2024-06-05  8:10:56 AM Chg.+0.17 Bid3:25:00 PM Ask3:25:00 PM Underlying Strike price Expiration date Option type
9.04EUR +1.92% 9.05
Bid Size: 6,000		 9.16
Ask Size: 6,000		 GOLDMAN SACHS GRP IN... 370.00 - 2024-12-20 Call
 

Master data

WKN: DJ0Q8F
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.65
Leverage: Yes

Calculated values

Fair value: 6.02
Intrinsic value: 4.84
Implied volatility: 0.51
Historic volatility: 0.19
Parity: 4.84
Time value: 4.15
Break-even: 459.90
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 0.56%
Delta: 0.72
Theta: -0.16
Omega: 3.33
Rho: 1.14
 

Quote data

Open: 9.04
High: 9.04
Low: 9.04
Previous Close: 8.87
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.55%
1 Month  
+20.53%
3 Months  
+94.41%
YTD  
+98.68%
1 Year  
+270.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.20 8.59
1M High / 1M Low: 10.30 7.80
6M High / 6M Low: 10.30 2.27
High (YTD): 2024-05-20 10.30
Low (YTD): 2024-01-29 3.71
52W High: 2024-05-20 10.30
52W Low: 2023-10-27 0.97
Avg. price 1W:   8.87
Avg. volume 1W:   0.00
Avg. price 1M:   9.12
Avg. volume 1M:   0.00
Avg. price 6M:   5.43
Avg. volume 6M:   0.00
Avg. price 1Y:   3.83
Avg. volume 1Y:   0.00
Volatility 1M:   76.40%
Volatility 6M:   134.06%
Volatility 1Y:   131.82%
Volatility 3Y:   -