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DZ Bank Call 260 MDO 17.01.2025/  DE000DJ4VGH5  /

Frankfurt Zert./DZB
2024-09-25  9:34:52 PM Chg.+0.040 Bid9:58:54 PM Ask9:58:54 PM Underlying Strike price Expiration date Option type
4.040EUR +1.00% 4.050
Bid Size: 5,000		 4.090
Ask Size: 5,000		 MCDONALDS CORP. DL... 260.00 - 2025-01-17 Call
 

Master data

WKN: DJ4VGH
Issuer: DZ Bank AG
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-08-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.64
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 0.83
Implied volatility: 0.59
Historic volatility: 0.15
Parity: 0.83
Time value: 3.21
Break-even: 300.40
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 1.00%
Delta: 0.61
Theta: -0.16
Omega: 4.08
Rho: 0.39
 

Quote data

Open: 3.950
High: 4.090
Low: 3.920
Previous Close: 4.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.53%
1 Month  
+29.49%
3 Months  
+192.75%
YTD
  -11.60%
1 Year  
+18.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.000 3.380
1M High / 1M Low: 4.000 2.950
6M High / 6M Low: 4.000 0.890
High (YTD): 2024-01-24 4.960
Low (YTD): 2024-07-09 0.890
52W High: 2024-01-24 4.960
52W Low: 2024-07-09 0.890
Avg. price 1W:   3.682
Avg. volume 1W:   0.000
Avg. price 1M:   3.364
Avg. volume 1M:   0.000
Avg. price 6M:   2.187
Avg. volume 6M:   0.000
Avg. price 1Y:   2.954
Avg. volume 1Y:   0.000
Volatility 1M:   72.04%
Volatility 6M:   158.99%
Volatility 1Y:   126.78%
Volatility 3Y:   -