DZ Bank Call 520 GS 20.12.2024
/ DE000DJ73DQ7
DZ Bank Call 520 GS 20.12.2024/ DE000DJ73DQ7 /
| 2024-09-26 4:34:43 PM |
Chg.+0.180 |
Bid4:54:36 PM |
Ask4:54:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+14.29% |
1.400
Bid Size: 10,000 |
1.450
Ask Size: 10,000 |
Goldman Sachs Group ... |
520.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DJ73DQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-2.59 |
| Time value: |
1.28 |
| Break-even: |
480.01 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.05 |
| Spread %: |
4.07% |
| Delta: |
0.37 |
| Theta: |
-0.13 |
| Omega: |
12.66 |
| Rho: |
0.35 |
Quote data
| Open: |
1.330 |
| High: |
1.440 |
| Low: |
1.300 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.44% |
| 1 Month |
|
|
-30.10% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.260 |
| 1M High / 1M Low: |
2.240 |
0.850 |
| 6M High / 6M Low: |
2.560 |
0.370 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.96% |
| Volatility 6M: |
|
232.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
