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DZ Bank Call 400 GOS 20.12.2024/  DE000DJ0Q8G1  /

Frankfurt Zert./DZB
2024-06-05  2:35:27 PM Chg.+0.030 Bid2:37:10 PM Ask2:37:10 PM Underlying Strike price Expiration date Option type
6.660EUR +0.45% 6.670
Bid Size: 3,000		 6.770
Ask Size: 3,000		 GOLDMAN SACHS GRP IN... 400.00 - 2024-12-20 Call
 

Master data

WKN: DJ0Q8G
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 3.84
Intrinsic value: 1.84
Implied volatility: 0.45
Historic volatility: 0.19
Parity: 1.84
Time value: 4.87
Break-even: 467.10
Moneyness: 1.05
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 0.75%
Delta: 0.64
Theta: -0.15
Omega: 4.00
Rho: 1.09
 

Quote data

Open: 6.730
High: 6.750
Low: 6.660
Previous Close: 6.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.49%
1 Month  
+18.93%
3 Months  
+112.10%
YTD  
+114.84%
1 Year  
+308.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.830 6.400
1M High / 1M Low: 7.880 5.920
6M High / 6M Low: 7.880 1.370
High (YTD): 2024-05-21 7.880
Low (YTD): 2024-01-26 2.390
52W High: 2024-05-21 7.880
52W Low: 2023-10-27 0.520
Avg. price 1W:   6.626
Avg. volume 1W:   0.000
Avg. price 1M:   6.899
Avg. volume 1M:   0.000
Avg. price 6M:   3.805
Avg. volume 6M:   0.000
Avg. price 1Y:   2.603
Avg. volume 1Y:   0.000
Volatility 1M:   71.81%
Volatility 6M:   142.98%
Volatility 1Y:   146.04%
Volatility 3Y:   -