DZ Bank Call 240 MDO 17.01.2025
/ DE000DJ2VJ44
DZ Bank Call 240 MDO 17.01.2025/ DE000DJ2VJ44 /
| 2024-09-25 3:35:16 PM |
Chg.+0.090 |
Bid3:42:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.760EUR |
+1.59% |
5.690
Bid Size: 7,500 |
-
Ask Size: - |
MCDONALDS CORP. DL... |
240.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
DJ2VJ4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.15 |
| Parity: |
2.83 |
| Time value: |
2.94 |
| Break-even: |
297.70 |
| Moneyness: |
1.12 |
| Premium: |
0.11 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
1.58% |
| Delta: |
0.69 |
| Theta: |
-0.18 |
| Omega: |
3.22 |
| Rho: |
0.40 |
Quote data
| Open: |
5.610 |
| High: |
5.760 |
| Low: |
5.600 |
| Previous Close: |
5.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.20% |
| 1 Month |
|
|
+23.34% |
| 3 Months |
|
|
+125.00% |
| YTD |
|
|
-4.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.670 |
5.000 |
| 1M High / 1M Low: |
5.670 |
4.510 |
| 6M High / 6M Low: |
5.670 |
1.790 |
| High (YTD): |
2024-01-24 |
6.490 |
| Low (YTD): |
2024-07-09 |
1.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.505 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.02% |
| Volatility 6M: |
|
119.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
