DZ Bank Call 460 GS 16.01.2026/  DE000DJ80V04  /

Frankfurt Zert./DZB
2024-05-22  9:35:07 PM Chg.-0.410 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
6.450EUR -5.98% 6.570
Bid Size: 5,000
6.620
Ask Size: 5,000
Goldman Sachs Group ... 460.00 USD 2026-01-16 Call
 

Master data

WKN: DJ80V0
Issuer: DZ Bank AG
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 460.00 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: 6.31
Leverage: Yes

Calculated values

Fair value: 6.18
Intrinsic value: 0.96
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.96
Time value: 5.91
Break-even: 492.51
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 0.73%
Delta: 0.67
Theta: -0.06
Omega: 4.22
Rho: 3.66
 

Quote data

Open: 6.800
High: 6.800
Low: 6.360
Previous Close: 6.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.15%
1 Month  
+38.41%
3 Months  
+110.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.860 6.450
1M High / 1M Low: 6.860 4.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.630
Avg. volume 1W:   0.000
Avg. price 1M:   5.668
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -