DZ Bank Call 560 GS 20.12.2024
/ DE000DQ15H37
DZ Bank Call 560 GS 20.12.2024/ DE000DQ15H37 /
2024-06-24 9:34:47 PM |
Chg.+0.130 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+34.21% |
0.520 Bid Size: 5,000 |
0.570 Ask Size: 5,000 |
Goldman Sachs Group ... |
560.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
DQ15H3 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
560.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-02 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
100.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-10.28 |
Time value: |
0.42 |
Break-even: |
528.16 |
Moneyness: |
0.80 |
Premium: |
0.25 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.05 |
Spread %: |
13.51% |
Delta: |
0.13 |
Theta: |
-0.05 |
Omega: |
12.96 |
Rho: |
0.25 |
Quote data
Open: |
0.350 |
High: |
0.510 |
Low: |
0.350 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+37.84% |
1 Month |
|
|
-15.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.370 |
1M High / 1M Low: |
0.600 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |