DZ Bank Call 530 GOS 15.01.2027
/ DE000DQ9MZN2
DZ Bank Call 530 GOS 15.01.2027/ DE000DQ9MZN2 /
| 1/24/2025 8:07:48 AM |
Chg.+0.41 |
Bid9:17:20 PM |
Ask9:17:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.33EUR |
+2.58% |
15.97
Bid Size: 20,000 |
16.02
Ask Size: 20,000 |
GOLDMAN SACHS GRP IN... |
530.00 - |
1/15/2027 |
Call |
Master data
| WKN: |
DQ9MZN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/5/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.65 |
| Intrinsic value: |
8.40 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
8.40 |
| Time value: |
8.06 |
| Break-even: |
694.60 |
| Moneyness: |
1.16 |
| Premium: |
0.13 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.30% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
2.80 |
| Rho: |
5.85 |
Quote data
| Open: |
16.33 |
| High: |
16.33 |
| Low: |
16.33 |
| Previous Close: |
15.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.79% |
| 1 Month |
|
|
+39.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
+39.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
16.20 |
14.74 |
| 1M High / 1M Low: |
16.20 |
11.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
16.20 |
| Low (YTD): |
1/13/2025 |
11.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |