DZ Bank Call 380 GOS 21.06.2024
/ DE000DJ3F4G0
DZ Bank Call 380 GOS 21.06.2024/ DE000DJ3F4G0 /
| 2024-06-06 8:24:58 AM |
Chg.+0.44 |
Bid4:25:08 PM |
Ask4:25:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.55EUR |
+6.19% |
7.61
Bid Size: 15,000 |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
380.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3F4G |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.52 |
| Intrinsic value: |
4.46 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.19 |
| Parity: |
4.46 |
| Time value: |
2.65 |
| Break-even: |
451.10 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
3.37 |
| Spread abs.: |
-0.47 |
| Spread %: |
-6.20% |
| Delta: |
0.71 |
| Theta: |
-1.40 |
| Omega: |
4.21 |
| Rho: |
0.09 |
Quote data
| Open: |
7.55 |
| High: |
7.55 |
| Low: |
7.55 |
| Previous Close: |
7.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.09% |
| 1 Month |
|
|
+33.16% |
| 3 Months |
|
|
+188.17% |
| YTD |
|
|
+179.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.24 |
6.56 |
| 1M High / 1M Low: |
8.54 |
5.67 |
| 6M High / 6M Low: |
8.54 |
0.97 |
| High (YTD): |
2024-05-20 |
8.54 |
| Low (YTD): |
2024-01-29 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.05% |
| Volatility 6M: |
|
194.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
