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DZ Bank Call 450 GOS 21.06.2024/  DE000DW61TB3  /

Frankfurt Zert./DZB
2024-06-05  6:35:26 PM Chg.+0.340 Bid7:04:01 PM Ask7:04:01 PM Underlying Strike price Expiration date Option type
1.400EUR +32.08% 1.360
Bid Size: 10,000		 1.410
Ask Size: 10,000		 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: 37.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.19
Parity: -3.16
Time value: 1.12
Break-even: 461.20
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 8.22
Spread abs.: 0.05
Spread %: 4.67%
Delta: 0.32
Theta: -0.65
Omega: 12.11
Rho: 0.05
 

Quote data

Open: 1.130
High: 1.470
Low: 1.070
Previous Close: 1.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.70%
1 Month  
+97.18%
3 Months  
+311.76%
YTD  
+164.15%
1 Year  
+418.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.900
1M High / 1M Low: 2.180 0.860
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:   1.062
Avg. volume 1W:   0.000
Avg. price 1M:   1.374
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   281.96%
Volatility 6M:   458.02%
Volatility 1Y:   375.32%
Volatility 3Y:   -