DZ Bank Call 560 GS 20.12.2024
/ DE000DQ15H37
DZ Bank Call 560 GS 20.12.2024/ DE000DQ15H37 /
| 11/15/2024 8:31:24 AM |
Chg.-0.78 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
-20.63% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
560.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
12/19/2024 |
| 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: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
3.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
+279.75% |
| 3 Months |
|
|
+265.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.48 |
3.00 |
| 1M High / 1M Low: |
4.48 |
0.50 |
| 6M High / 6M Low: |
4.48 |
0.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,161.65% |
| Volatility 6M: |
|
543.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
