DZ Bank Call 240 MDO 17.01.2025
/ DE000DJ2VJ44
DZ Bank Call 240 MDO 17.01.2025/ DE000DJ2VJ44 /
| 21/06/2024 08:21:53 |
Chg.+0.20 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
+9.13% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
240.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.14 |
| Parity: |
0.26 |
| Time value: |
2.54 |
| Break-even: |
268.00 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
0.60 |
| Theta: |
-0.07 |
| Omega: |
5.19 |
| Rho: |
0.67 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.02% |
| 1 Month |
|
|
-11.81% |
| 3 Months |
|
|
-51.52% |
| YTD |
|
|
-60.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.16 |
| 1M High / 1M Low: |
3.02 |
2.00 |
| 6M High / 6M Low: |
6.63 |
2.00 |
| High (YTD): |
05/02/2024 |
6.63 |
| Low (YTD): |
30/05/2024 |
2.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.27% |
| Volatility 6M: |
|
89.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
