DZ Bank Call 460 GS 16.01.2026/  DE000DJ80V04  /

EUWAX
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:   -