OverviewChartNewsTraderScreen

DZ Bank Call 390 GOS 21.06.2024/  DE000DW61S70  /

Frankfurt Zert./DZB
2024-06-05  12:05:03 PM Chg.+0.060 Bid12:14:35 PM Ask- Underlying Strike price Expiration date Option type
6.120EUR +0.99% 6.180
Bid Size: 3,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 390.00 - 2024-06-21 Call
 

Master data

WKN: DW61S7
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.86
Leverage: Yes

Calculated values

Fair value: 2.93
Intrinsic value: 2.84
Implied volatility: 1.34
Historic volatility: 0.19
Parity: 2.84
Time value: 3.26
Break-even: 451.00
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 4.54
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.65
Theta: -1.37
Omega: 4.49
Rho: 0.09
 

Quote data

Open: 6.190
High: 6.210
Low: 6.120
Previous Close: 6.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.01%
1 Month  
+31.33%
3 Months  
+195.65%
YTD  
+168.42%
1 Year  
+446.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.310 5.700
1M High / 1M Low: 7.500 5.070
6M High / 6M Low: 7.500 0.690
High (YTD): 2024-05-21 7.500
Low (YTD): 2024-02-14 1.470
52W High: 2024-05-21 7.500
52W Low: 2023-10-27 0.190
Avg. price 1W:   6.026
Avg. volume 1W:   0.000
Avg. price 1M:   6.321
Avg. volume 1M:   0.000
Avg. price 6M:   2.877
Avg. volume 6M:   0.000
Avg. price 1Y:   1.865
Avg. volume 1Y:   0.000
Volatility 1M:   97.19%
Volatility 6M:   228.97%
Volatility 1Y:   223.29%
Volatility 3Y:   -