DZ Bank Call 560 GS 17.01.2025/  DE000DQ15H45  /

Frankfurt Zert./DZB
2024-08-02  9:35:10 PM Chg.-0.510 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
0.890EUR -36.43% 0.920
Bid Size: 5,000
0.970
Ask Size: 5,000
Goldman Sachs Group ... 560.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2024-04-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.50
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -5.55
Time value: 1.52
Break-even: 534.37
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.36
Spread abs.: 0.05
Spread %: 3.40%
Delta: 0.32
Theta: -0.10
Omega: 9.73
Rho: 0.61
 

Quote data

Open: 1.330
High: 1.330
Low: 0.870
Previous Close: 1.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.04%
1 Month  
+23.61%
3 Months  
+71.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.160
1M High / 1M Low: 1.590 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.420
Avg. volume 1W:   0.000
Avg. price 1M:   1.096
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -