DZ Bank Call 500 GOS 15.01.2027
/ DE000DQ9MZL6
DZ Bank Call 500 GOS 15.01.2027/ DE000DQ9MZL6 /
| 1/24/2025 3:42:28 PM |
Chg.-0.370 |
Bid4:03:34 PM |
Ask4:03:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.980EUR |
-2.02% |
17.760
Bid Size: 10,000 |
17.810
Ask Size: 10,000 |
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: |
18.290 |
| High: |
18.290 |
| Low: |
17.620 |
| Previous Close: |
18.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.93% |
| 1 Month |
|
|
+33.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
+33.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
18.390 |
17.640 |
| 1M High / 1M Low: |
18.390 |
12.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
18.390 |
| Low (YTD): |
1/10/2025 |
12.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
15.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |