DZ Bank Put 550 GOS 15.01.2027
/ DE000DQ9SA20
DZ Bank Put 550 GOS 15.01.2027/ DE000DQ9SA20 /
| 1/24/2025 8:19:22 AM |
Chg.-0.14 |
Bid3:52:03 PM |
Ask3:52:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.47EUR |
-3.04% |
4.50
Bid Size: 20,000 |
4.55
Ask Size: 20,000 |
GOLDMAN SACHS GRP IN... |
550.00 - |
1/15/2027 |
Put |
Master data
| WKN: |
DQ9SA2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/7/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-6.40 |
| Time value: |
4.53 |
| Break-even: |
504.70 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.12% |
| Delta: |
-0.26 |
| Theta: |
-0.04 |
| Omega: |
-3.59 |
| Rho: |
-4.11 |
Quote data
| Open: |
4.47 |
| High: |
4.47 |
| Low: |
4.47 |
| Previous Close: |
4.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.35% |
| 1 Month |
|
|
-32.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
-28.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.10 |
4.57 |
| 1M High / 1M Low: |
6.97 |
4.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
6.97 |
| Low (YTD): |
1/22/2025 |
4.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |