DZ Bank Call 500 GOS 15.01.2027
/ DE000DQ9MZL6
DZ Bank Call 500 GOS 15.01.2027/ DE000DQ9MZL6 /
| 1/24/2025 8:07:48 AM |
Chg.+0.42 |
Bid9:37:30 PM |
Ask9:37:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.28EUR |
+2.35% |
17.92
Bid Size: 20,000 |
17.97
Ask Size: 20,000 |
GOLDMAN SACHS GRP IN... |
500.00 - |
1/15/2027 |
Call |
Master data
| WKN: |
DQ9MZL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/5/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.59 |
| Intrinsic value: |
11.40 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
11.40 |
| Time value: |
7.03 |
| Break-even: |
684.30 |
| Moneyness: |
1.23 |
| Premium: |
0.11 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.27% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
2.62 |
| Rho: |
5.90 |
Quote data
| Open: |
18.28 |
| High: |
18.28 |
| Low: |
18.28 |
| Previous Close: |
17.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.19% |
| 1 Month |
|
|
+36.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
+36.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
18.15 |
16.59 |
| 1M High / 1M Low: |
18.15 |
12.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
18.15 |
| Low (YTD): |
1/13/2025 |
12.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
17.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |