DZ Bank Call 640 GOS 15.01.2027
/ DE000DQ9MZU7
DZ Bank Call 640 GOS 15.01.2027/ DE000DQ9MZU7 /
| 24/01/2025 15:42:30 |
Chg.-0.270 |
Bid15:59:53 |
Ask15:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.990EUR |
-2.63% |
9.890
Bid Size: 10,000 |
9.940
Ask Size: 10,000 |
GOLDMAN SACHS GRP IN... |
640.00 - |
15/01/2027 |
Call |
Master data
| WKN: |
DQ9MZU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 - |
| Maturity: |
15/01/2027 |
| Issue date: |
05/11/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-2.60 |
| Time value: |
10.33 |
| Break-even: |
743.30 |
| Moneyness: |
0.96 |
| Premium: |
0.21 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
0.49% |
| Delta: |
0.59 |
| Theta: |
-0.09 |
| Omega: |
3.53 |
| Rho: |
5.16 |
Quote data
| Open: |
10.220 |
| High: |
10.220 |
| Low: |
9.710 |
| Previous Close: |
10.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.57% |
| 1 Month |
|
|
+44.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
+44.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.330 |
9.740 |
| 1M High / 1M Low: |
10.330 |
6.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
20/01/2025 |
10.330 |
| Low (YTD): |
10/01/2025 |
6.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |