DZ Bank Call 450 GOS 21.06.2024/  DE000DW61TB3  /

Frankfurt Zert./DZB
2024-05-31  9:35:20 PM Chg.+0.170 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.070EUR +18.89% 1.220
Bid Size: 5,000
1.270
Ask Size: 5,000
GOLDMAN SACHS GRP IN... 450.00 - 2024-06-21 Call
 

Master data

WKN: DW61TB
Issuer: DZ Bank AG
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.30
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.20
Parity: -3.43
Time value: 0.96
Break-even: 459.60
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 4.73
Spread abs.: 0.05
Spread %: 5.49%
Delta: 0.30
Theta: -0.46
Omega: 12.95
Rho: 0.07
 

Quote data

Open: 0.890
High: 1.070
Low: 0.860
Previous Close: 0.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.67%
1 Month  
+105.77%
3 Months  
+311.54%
YTD  
+101.89%
1 Year  
+234.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.500 0.900
1M High / 1M Low: 2.180 0.520
6M High / 6M Low: 2.180 0.090
High (YTD): 2024-05-21 2.180
Low (YTD): 2024-04-16 0.160
52W High: 2024-05-21 2.180
52W Low: 2023-10-30 0.040
Avg. price 1W:   1.288
Avg. volume 1W:   0.000
Avg. price 1M:   1.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.501
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   285.03%
Volatility 6M:   460.05%
Volatility 1Y:   375.52%
Volatility 3Y:   -