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DZ Bank Call 430 GOS 21.06.2024/  DE000DW61TA5  /

Frankfurt Zert./DZB
31/05/2024  21:35:20 Chg.+0.260 Bid21:59:59 Ask- Underlying Strike price Expiration date Option type
2.460EUR +11.82% 2.680
Bid Size: 5,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 430.00 - 21/06/2024 Call
 

Master data

WKN: DW61TA
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 21/06/2024
Issue date: 31/10/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.72
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.20
Parity: -1.43
Time value: 2.22
Break-even: 452.20
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 3.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.46
Theta: -0.68
Omega: 8.59
Rho: 0.10
 

Quote data

Open: 2.170
High: 2.460
Low: 2.130
Previous Close: 2.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.34%
1 Month  
+103.31%
3 Months  
+355.56%
YTD  
+173.33%
1 Year  
+373.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.090 2.200
1M High / 1M Low: 3.850 1.210
6M High / 6M Low: 3.850 0.170
High (YTD): 21/05/2024 3.850
Low (YTD): 12/04/2024 0.380
52W High: 21/05/2024 3.850
52W Low: 27/10/2023 0.060
Avg. price 1W:   2.762
Avg. volume 1W:   0.000
Avg. price 1M:   2.642
Avg. volume 1M:   0.000
Avg. price 6M:   0.998
Avg. volume 6M:   0.000
Avg. price 1Y:   0.666
Avg. volume 1Y:   0.000
Volatility 1M:   201.16%
Volatility 6M:   377.11%
Volatility 1Y:   321.17%
Volatility 3Y:   -