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DZ Bank Call 430 GOS 21.06.2024/  DE000DW61TA5  /

EUWAX
2024-06-05  8:27:26 AM Chg.+0.16 Bid12:51:15 PM Ask12:51:15 PM Underlying Strike price Expiration date Option type
2.61EUR +6.53% 2.59
Bid Size: 6,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 430.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.74
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.19
Parity: -1.16
Time value: 2.50
Break-even: 455.00
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 5.77
Spread abs.: -0.03
Spread %: -1.19%
Delta: 0.48
Theta: -0.95
Omega: 8.00
Rho: 0.08
 

Quote data

Open: 2.61
High: 2.61
Low: 2.61
Previous Close: 2.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month  
+72.85%
3 Months  
+301.54%
YTD  
+186.81%
1 Year  
+521.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.76 2.15
1M High / 1M Low: 3.97 1.67
6M High / 6M Low: 3.97 0.18
High (YTD): 2024-05-20 3.97
Low (YTD): 2024-03-19 0.37
52W High: 2024-05-20 3.97
52W Low: 2023-10-27 0.06
Avg. price 1W:   2.44
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.03
Avg. volume 6M:   0.00
Avg. price 1Y:   0.68
Avg. volume 1Y:   0.00
Volatility 1M:   254.82%
Volatility 6M:   359.76%
Volatility 1Y:   316.38%
Volatility 3Y:   -