DZ Bank Call 380 GS 16.01.2026
/ DE000DJ80VV4
DZ Bank Call 380 GS 16.01.2026/ DE000DJ80VV4 /
9/5/2024 8:02:45 AM |
Chg.+0.27 |
Bid7:18:43 PM |
Ask7:18:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.36EUR |
+2.23% |
11.94 Bid Size: 20,000 |
11.99 Ask Size: 20,000 |
Goldman Sachs Group ... |
380.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
DJ80VV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
1/30/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.02 |
Intrinsic value: |
9.99 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
9.99 |
Time value: |
2.46 |
Break-even: |
467.45 |
Moneyness: |
1.29 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.05 |
Spread %: |
0.40% |
Delta: |
0.88 |
Theta: |
-0.05 |
Omega: |
3.14 |
Rho: |
3.64 |
Quote data
Open: |
12.36 |
High: |
12.36 |
Low: |
12.36 |
Previous Close: |
12.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.07% |
1 Month |
|
|
+27.95% |
3 Months |
|
|
+18.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.94 |
12.09 |
1M High / 1M Low: |
13.94 |
9.66 |
6M High / 6M Low: |
14.18 |
5.71 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
10.11 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.66% |
Volatility 6M: |
|
82.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |