DZ Bank Call 430 GOS 20.12.2024
/ DE000DJ7RXY6
DZ Bank Call 430 GOS 20.12.2024/ DE000DJ7RXY6 /
| 2024-10-16 12:04:44 PM |
Chg.+0.040 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.980EUR |
+0.45% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
430.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7RXY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-10-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.56 |
| Intrinsic value: |
5.29 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.20 |
| Parity: |
5.29 |
| Time value: |
4.22 |
| Break-even: |
525.10 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.62 |
| Omega: |
3.54 |
| Rho: |
0.33 |
Quote data
| Open: |
8.860 |
| High: |
8.980 |
| Low: |
8.820 |
| Previous Close: |
8.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+38.79% |
| 3 Months |
|
|
+10.46% |
| YTD |
|
|
+342.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.980 |
6.000 |
| 6M High / 6M Low: |
8.980 |
3.380 |
| High (YTD): |
2024-10-16 |
8.980 |
| Low (YTD): |
2024-01-26 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.971 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.72% |
| Volatility 6M: |
|
128.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
