DZ Bank Call 370 GOS 21.06.2024
/ DE000DW61S62
DZ Bank Call 370 GOS 21.06.2024/ DE000DW61S62 /
| 2024-06-05 8:27:24 AM |
Chg.+0.21 |
Bid9:18:14 PM |
Ask9:18:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.03EUR |
+2.69% |
8.48
Bid Size: 20,000 |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
370.00 - |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2022-10-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.90 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
1.55 |
| Historic volatility: |
0.19 |
| Parity: |
4.84 |
| Time value: |
3.05 |
| Break-even: |
448.90 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
3.98 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.50% |
| Delta: |
0.71 |
| Theta: |
-1.48 |
| Omega: |
3.75 |
| Rho: |
0.10 |
Quote data
| Open: |
8.03 |
| High: |
8.03 |
| Low: |
8.03 |
| Previous Close: |
7.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.35% |
| 1 Month |
|
|
+29.52% |
| 3 Months |
|
|
+147.08% |
| YTD |
|
|
+140.42% |
| 1 Year |
|
|
+398.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.17 |
7.49 |
| 1M High / 1M Low: |
9.46 |
6.57 |
| 6M High / 6M Low: |
9.46 |
1.21 |
| High (YTD): |
2024-05-20 |
9.46 |
| Low (YTD): |
2024-01-29 |
2.45 |
| 52W High: |
2024-05-20 |
9.46 |
| 52W Low: |
2023-10-27 |
0.36 |
| Avg. price 1W: |
|
7.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.72 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.92% |
| Volatility 6M: |
|
170.61% |
| Volatility 1Y: |
|
183.33% |
| Volatility 3Y: |
|
- |
