DZ Bank Call 380 GS 16.01.2026
/ DE000DJ80VV4
DZ Bank Call 380 GS 16.01.2026/ DE000DJ80VV4 /
2024-05-22 9:35:06 PM |
Chg.-0.690 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.870EUR |
-5.97% |
10.990 Bid Size: 5,000 |
11.040 Ask Size: 5,000 |
Goldman Sachs Group ... |
380.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
DJ80VV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-30 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.12 |
Intrinsic value: |
8.33 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
8.33 |
Time value: |
3.19 |
Break-even: |
465.30 |
Moneyness: |
1.24 |
Premium: |
0.07 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.05 |
Spread %: |
0.44% |
Delta: |
0.86 |
Theta: |
-0.05 |
Omega: |
3.24 |
Rho: |
4.26 |
Quote data
Open: |
11.450 |
High: |
11.450 |
Low: |
10.730 |
Previous Close: |
11.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.64% |
1 Month |
|
|
+37.59% |
3 Months |
|
|
+81.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.560 |
10.930 |
1M High / 1M Low: |
11.560 |
7.900 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.720 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
46.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |