DZ Bank Call 480 GS 16.01.2026/  DE000DJ82MY3  /

Frankfurt Zert./DZB
2024-05-22  9:34:59 PM Chg.-0.360 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
5.540EUR -6.10% 5.630
Bid Size: 5,000
5.680
Ask Size: 5,000
Goldman Sachs Group ... 480.00 USD 2026-01-16 Call
 

Master data

WKN: DJ82MY
Issuer: DZ Bank AG
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-31
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 5.23
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.88
Time value: 5.95
Break-even: 501.73
Moneyness: 0.98
Premium: 0.16
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 0.85%
Delta: 0.62
Theta: -0.06
Omega: 4.48
Rho: 3.43
 

Quote data

Open: 5.890
High: 5.890
Low: 5.470
Previous Close: 5.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.32%
1 Month  
+39.55%
3 Months  
+116.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.900 5.540
1M High / 1M Low: 5.900 3.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.700
Avg. volume 1W:   0.000
Avg. price 1M:   4.854
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -