DZ Bank Call 560 GS 20.12.2024
/ DE000DQ15H37
DZ Bank Call 560 GS 20.12.2024/ DE000DQ15H37 /
| 2024-11-15 1:34:59 PM |
Chg.-0.180 |
Bid1:40:28 PM |
Ask1:40:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.210EUR |
-5.31% |
3.210
Bid Size: 5,000 |
3.260
Ask Size: 5,000 |
Goldman Sachs Group ... |
560.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DQ15H3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
2.72 |
| Time value: |
0.73 |
| Break-even: |
566.33 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
1.47% |
| Delta: |
0.77 |
| Theta: |
-0.21 |
| Omega: |
12.50 |
| Rho: |
0.38 |
Quote data
| Open: |
3.040 |
| High: |
3.210 |
| Low: |
3.030 |
| Previous Close: |
3.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.83% |
| 1 Month |
|
|
+291.46% |
| 3 Months |
|
|
+296.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.540 |
3.390 |
| 1M High / 1M Low: |
4.540 |
0.480 |
| 6M High / 6M Low: |
4.540 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.802 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,668.45% |
| Volatility 6M: |
|
731.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
