DZ Bank Call 560 GOS 15.01.2027
/ DE000DQ9MZQ5
DZ Bank Call 560 GOS 15.01.2027/ DE000DQ9MZQ5 /
| 1/24/2025 8:07:48 AM |
Chg.+0.42 |
Bid3:42:54 PM |
Ask3:42:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.50EUR |
+2.98% |
14.13
Bid Size: 15,000 |
14.18
Ask Size: 15,000 |
GOLDMAN SACHS GRP IN... |
560.00 - |
1/15/2027 |
Call |
Master data
| WKN: |
DQ9MZQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/5/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.88 |
| Intrinsic value: |
5.40 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
5.40 |
| Time value: |
9.21 |
| Break-even: |
706.10 |
| Moneyness: |
1.10 |
| Premium: |
0.15 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
0.34% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
2.99 |
| Rho: |
5.73 |
Quote data
| Open: |
14.50 |
| High: |
14.50 |
| Low: |
14.50 |
| Previous Close: |
14.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.71% |
| 1 Month |
|
|
+42.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
+42.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
14.35 |
12.98 |
| 1M High / 1M Low: |
14.35 |
9.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
14.35 |
| Low (YTD): |
1/13/2025 |
9.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |