DZ Bank Call 560 GS 17.01.2025
/ DE000DQ15H45
DZ Bank Call 560 GS 17.01.2025/ DE000DQ15H45 /
| 11/15/2024 11:04:48 AM |
Chg.-0.260 |
Bid11:25:41 AM |
Ask11:25:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.820EUR |
-6.37% |
3.800
Bid Size: 4,000 |
3.900
Ask Size: 4,000 |
Goldman Sachs Group ... |
560.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
DQ15H4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
2.72 |
| Time value: |
1.42 |
| Break-even: |
573.23 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
1.22% |
| Delta: |
0.71 |
| Theta: |
-0.19 |
| Omega: |
9.64 |
| Rho: |
0.62 |
Quote data
| Open: |
3.740 |
| High: |
3.820 |
| Low: |
3.700 |
| Previous Close: |
4.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.05% |
| 1 Month |
|
|
+203.17% |
| 3 Months |
|
|
+247.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.140 |
4.080 |
| 1M High / 1M Low: |
5.140 |
0.890 |
| 6M High / 6M Low: |
5.140 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,068.15% |
| Volatility 6M: |
|
493.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
