DZ Bank Call 540 GS 20.06.2025
/ DE000DQ29840
DZ Bank Call 540 GS 20.06.2025/ DE000DQ29840 /
| 12/11/2024 08:19:24 |
Chg.+0.29 |
Bid14:13:21 |
Ask14:13:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.55EUR |
+3.51% |
8.56
Bid Size: 10,000 |
8.61
Ask Size: 10,000 |
Goldman Sachs Group ... |
540.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
DQ2984 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
06/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.22 |
| Intrinsic value: |
5.85 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
5.85 |
| Time value: |
2.79 |
| Break-even: |
592.82 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
0.58% |
| Delta: |
0.76 |
| Theta: |
-0.11 |
| Omega: |
4.98 |
| Rho: |
2.07 |
Quote data
| Open: |
8.55 |
| High: |
8.55 |
| Low: |
8.55 |
| Previous Close: |
8.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+174.04% |
| 1 Month |
|
|
+198.95% |
| 3 Months |
|
|
+202.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.26 |
3.12 |
| 1M High / 1M Low: |
8.26 |
3.12 |
| 6M High / 6M Low: |
8.26 |
1.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.94% |
| Volatility 6M: |
|
208.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
