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DZ Bank Call 370 GOS 21.06.2024/  DE000DW61S62  /

Frankfurt Zert./DZB
6/4/2024  9:35:05 PM Chg.+0.010 Bid8:09:30 AM Ask- Underlying Strike price Expiration date Option type
7.890EUR +0.13% 8.040
Bid Size: 4,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 370.00 - 6/21/2024 Call
 

Master data

WKN: DW61S6
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 6/21/2024
Issue date: 10/31/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 4.78
Intrinsic value: 4.71
Implied volatility: 1.53
Historic volatility: 0.19
Parity: 4.71
Time value: 3.17
Break-even: 448.80
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 3.81
Spread abs.: -0.01
Spread %: -0.13%
Delta: 0.70
Theta: -1.42
Omega: 3.72
Rho: 0.10
 

Quote data

Open: 7.810
High: 8.070
Low: 7.630
Previous Close: 7.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.31%
1 Month  
+22.14%
3 Months  
+144.27%
YTD  
+138.37%
1 Year  
+372.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.160 7.520
1M High / 1M Low: 9.350 6.880
6M High / 6M Low: 9.350 1.220
High (YTD): 5/21/2024 9.350
Low (YTD): 2/14/2024 2.430
52W High: 5/21/2024 9.350
52W Low: 10/27/2023 0.350
Avg. price 1W:   7.856
Avg. volume 1W:   0.000
Avg. price 1M:   8.158
Avg. volume 1M:   0.000
Avg. price 6M:   4.154
Avg. volume 6M:   0.000
Avg. price 1Y:   2.738
Avg. volume 1Y:   0.000
Volatility 1M:   76.28%
Volatility 6M:   177.44%
Volatility 1Y:   184.42%
Volatility 3Y:   -