DZ Bank Call 460 GS 16.01.2026
/ DE000DJ80V04
DZ Bank Call 460 GS 16.01.2026/ DE000DJ80V04 /
2024-10-31 8:02:42 AM |
Chg.-0.17 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.56EUR |
-1.75% |
- Bid Size: - |
- Ask Size: - |
Goldman Sachs Group ... |
460.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
DJ80V0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-30 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.82 |
Intrinsic value: |
5.93 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
5.93 |
Time value: |
3.86 |
Break-even: |
521.54 |
Moneyness: |
1.14 |
Premium: |
0.08 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
0.51% |
Delta: |
0.76 |
Theta: |
-0.07 |
Omega: |
3.77 |
Rho: |
3.29 |
Quote data
Open: |
9.56 |
High: |
9.56 |
Low: |
9.56 |
Previous Close: |
9.73 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.24% |
1 Month |
|
|
+23.35% |
3 Months |
|
|
+8.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.73 |
9.13 |
1M High / 1M Low: |
10.21 |
7.22 |
6M High / 6M Low: |
10.21 |
4.89 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.50 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.11% |
Volatility 6M: |
|
97.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |