DZ Bank Call 520 GS 17.01.2025/  DE000DJ73DR5  /

Frankfurt Zert./DZB
2024-09-26  12:34:55 PM Chg.+0.050 Bid2024-09-26 Ask2024-09-26 Underlying Strike price Expiration date Option type
1.680EUR +3.07% 1.680
Bid Size: 4,000
1.780
Ask Size: 4,000
Goldman Sachs Group ... 520.00 USD 2025-01-17 Call
 

Master data

WKN: DJ73DR
Issuer: DZ Bank AG
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.58
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -2.59
Time value: 1.66
Break-even: 483.81
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 3.11%
Delta: 0.40
Theta: -0.12
Omega: 10.62
Rho: 0.49
 

Quote data

Open: 1.700
High: 1.720
Low: 1.680
Previous Close: 1.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.98%
1 Month
  -31.43%
3 Months  
+34.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 1.630
1M High / 1M Low: 2.640 1.150
6M High / 6M Low: 2.930 0.460
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.894
Avg. volume 1W:   0.000
Avg. price 1M:   1.881
Avg. volume 1M:   0.000
Avg. price 6M:   1.553
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.31%
Volatility 6M:   208.94%
Volatility 1Y:   -
Volatility 3Y:   -