DZ Bank Call 260 MDO 20.12.2024
/ DE000DJ263U9
DZ Bank Call 260 MDO 20.12.2024/ DE000DJ263U9 /
| 2024-09-25 8:23:24 AM |
Chg.+0.04 |
Bid9:47:06 PM |
Ask9:47:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.87EUR |
+1.04% |
3.94
Bid Size: 20,000 |
3.98
Ask Size: 20,000 |
MCDONALDS CORP. DL... |
260.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ263U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.15 |
| Parity: |
0.83 |
| Time value: |
3.15 |
| Break-even: |
299.80 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.04 |
| Spread %: |
1.02% |
| Delta: |
0.61 |
| Theta: |
-0.21 |
| Omega: |
4.12 |
| Rho: |
0.29 |
Quote data
| Open: |
3.87 |
| High: |
3.87 |
| Low: |
3.87 |
| Previous Close: |
3.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.26% |
| 1 Month |
|
|
+23.64% |
| 3 Months |
|
|
+165.07% |
| YTD |
|
|
-13.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.83 |
3.40 |
| 1M High / 1M Low: |
3.83 |
2.81 |
| 6M High / 6M Low: |
3.83 |
0.81 |
| High (YTD): |
2024-02-05 |
4.95 |
| Low (YTD): |
2024-07-10 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.44% |
| Volatility 6M: |
|
157.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
