DZ Bank Call 560 GS 17.01.2025
/ DE000DQ15H45
DZ Bank Call 560 GS 17.01.2025/ DE000DQ15H45 /
| 11/10/2024 08:23:26 |
Chg.0.000 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
560.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
02/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-5.15 |
| Time value: |
0.95 |
| Break-even: |
521.68 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.05 |
| Spread %: |
5.56% |
| Delta: |
0.26 |
| Theta: |
-0.12 |
| Omega: |
12.76 |
| Rho: |
0.30 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.27% |
| 1 Month |
|
|
+71.15% |
| 3 Months |
|
|
-6.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.660 |
| 1M High / 1M Low: |
0.970 |
0.510 |
| 6M High / 6M Low: |
1.680 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.785 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.62% |
| Volatility 6M: |
|
244.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
