DZ Bank Call 590 GOS 15.01.2027
/ DE000DQ96V80
DZ Bank Call 590 GOS 15.01.2027/ DE000DQ96V80 /
| 1/24/2025 3:42:41 PM |
Chg.-0.300 |
Bid3:56:17 PM |
Ask3:56:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.540EUR |
-2.34% |
12.430
Bid Size: 10,000 |
12.480
Ask Size: 10,000 |
GOLDMAN SACHS GRP IN... |
590.00 - |
1/15/2027 |
Call |
Master data
| WKN: |
DQ96V8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
590.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/18/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.27 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
2.40 |
| Time value: |
10.50 |
| Break-even: |
719.00 |
| Moneyness: |
1.04 |
| Premium: |
0.17 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
0.39% |
| Delta: |
0.67 |
| Theta: |
-0.09 |
| Omega: |
3.18 |
| Rho: |
5.56 |
Quote data
| Open: |
12.800 |
| High: |
12.810 |
| Low: |
12.220 |
| Previous Close: |
12.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.62% |
| 1 Month |
|
|
+41.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
+41.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
12.910 |
12.220 |
| 1M High / 1M Low: |
12.910 |
8.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
12.910 |
| Low (YTD): |
1/10/2025 |
8.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |