DZ Bank Call 280 GOS 20.12.2024
/ DE000DJ526G8
DZ Bank Call 280 GOS 20.12.2024/ DE000DJ526G8 /
7/31/2024 9:34:32 PM |
Chg.+0.160 |
Bid9:59:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
21.240EUR |
+0.76% |
- Bid Size: - |
- Ask Size: - |
GOLDMAN SACHS GRP IN... |
280.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DJ526G |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GOLDMAN SACHS GRP INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
12/20/2024 |
Issue date: |
11/1/2023 |
Last trading day: |
7/31/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.55 |
Intrinsic value: |
15.27 |
Implied volatility: |
1.68 |
Historic volatility: |
0.20 |
Parity: |
15.27 |
Time value: |
6.16 |
Break-even: |
494.30 |
Moneyness: |
1.55 |
Premium: |
0.14 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-0.49 |
Omega: |
1.67 |
Rho: |
0.41 |
Quote data
Open: |
21.270 |
High: |
22.040 |
Low: |
21.200 |
Previous Close: |
21.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+26.58% |
YTD |
|
|
+100.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
21.240 |
10.460 |
High (YTD): |
7/31/2024 |
21.240 |
Low (YTD): |
1/17/2024 |
9.820 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
15.738 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
55.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |