OverviewChartNewsTraderScreen

DZ Bank Call 400 GOS 21.06.2024/  DE000DW61S88  /

EUWAX
2024-06-05  8:27:24 AM Chg.+0.19 Bid4:25:31 PM Ask4:25:31 PM Underlying Strike price Expiration date Option type
5.28EUR +3.73% 5.68
Bid Size: 15,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 400.00 - 2024-06-21 Call
 

Master data

WKN: DW61S8
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.06
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 1.84
Implied volatility: 1.22
Historic volatility: 0.19
Parity: 1.84
Time value: 3.35
Break-even: 451.90
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 4.79
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.62
Theta: -1.30
Omega: 5.01
Rho: 0.09
 

Quote data

Open: 5.28
High: 5.28
Low: 5.28
Previous Close: 5.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.68%
1 Month  
+47.49%
3 Months  
+230.00%
YTD  
+182.35%
1 Year  
+521.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.41 4.73
1M High / 1M Low: 6.70 3.90
6M High / 6M Low: 6.70 0.50
High (YTD): 2024-05-20 6.70
Low (YTD): 2024-03-19 1.09
52W High: 2024-05-20 6.70
52W Low: 2023-10-27 0.15
Avg. price 1W:   5.08
Avg. volume 1W:   0.00
Avg. price 1M:   5.35
Avg. volume 1M:   0.00
Avg. price 6M:   2.29
Avg. volume 6M:   0.00
Avg. price 1Y:   1.49
Avg. volume 1Y:   0.00
Volatility 1M:   147.84%
Volatility 6M:   251.44%
Volatility 1Y:   241.68%
Volatility 3Y:   -