DZ Bank Call 460 GOS 21.06.2024
/ DE000DJ3F4K2
DZ Bank Call 460 GOS 21.06.2024/ DE000DJ3F4K2 /
| 2024-06-05 2:35:27 PM |
Chg.+0.010 |
Bid2:46:46 PM |
Ask2:46:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
0.590
Bid Size: 3,000 |
0.650
Ask Size: 3,000 |
GOLDMAN SACHS GRP IN... |
460.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3F4K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.19 |
| Parity: |
-4.16 |
| Time value: |
0.64 |
| Break-even: |
466.40 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
10.91 |
| Spread abs.: |
0.05 |
| Spread %: |
8.47% |
| Delta: |
0.23 |
| Theta: |
-0.48 |
| Omega: |
15.28 |
| Rho: |
0.04 |
Quote data
| Open: |
0.620 |
| High: |
0.630 |
| Low: |
0.580 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
+34.88% |
| 3 Months |
|
|
+132.00% |
| YTD |
|
|
+65.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.500 |
| 1M High / 1M Low: |
1.490 |
0.500 |
| 6M High / 6M Low: |
1.490 |
0.026 |
| High (YTD): |
2024-05-21 |
1.490 |
| Low (YTD): |
2024-04-16 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.81% |
| Volatility 6M: |
|
651.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
