DZ Bank Call 260 MDO 17.01.2025
/ DE000DJ4VGH5
DZ Bank Call 260 MDO 17.01.2025/ DE000DJ4VGH5 /
| 2024-09-25 8:25:46 AM |
Chg.+0.03 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
+0.77% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.94 |
| High: |
3.94 |
| Low: |
3.94 |
| Previous Close: |
3.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.44% |
| 1 Month |
|
|
+22.74% |
| 3 Months |
|
|
+150.96% |
| YTD |
|
|
-14.35% |
| 1 Year |
|
|
+14.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.91 |
3.48 |
| 1M High / 1M Low: |
3.91 |
2.90 |
| 6M High / 6M Low: |
3.91 |
0.91 |
| High (YTD): |
2024-02-05 |
5.01 |
| Low (YTD): |
2024-07-10 |
0.91 |
| 52W High: |
2024-02-05 |
5.01 |
| 52W Low: |
2024-07-10 |
0.91 |
| Avg. price 1W: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.96 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
61.86% |
| Volatility 6M: |
|
146.78% |
| Volatility 1Y: |
|
119.92% |
| Volatility 3Y: |
|
- |
