DZ Bank Call 240 MCD 16.01.2026
/ DE000DQ4RD56
DZ Bank Call 240 MCD 16.01.2026/ DE000DQ4RD56 /
| 17/09/2024 21:30:20 |
Chg.-0.43 |
Bid21:35:41 |
Ask21:35:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.90EUR |
-6.79% |
5.89
Bid Size: 20,000 |
5.94
Ask Size: 20,000 |
McDonalds Corp |
240.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
DQ4RD5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
21/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.18 |
| Intrinsic value: |
5.09 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
5.09 |
| Time value: |
1.09 |
| Break-even: |
277.45 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
0.82% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
4.05 |
| Rho: |
2.51 |
Quote data
| Open: |
6.08 |
| High: |
6.19 |
| Low: |
5.81 |
| Previous Close: |
6.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.61% |
| 1 Month |
|
|
+27.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.33 |
5.67 |
| 1M High / 1M Low: |
6.33 |
4.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.85 |
| Avg. volume 1W: |
|
4,000 |
| Avg. price 1M: |
|
5.54 |
| Avg. volume 1M: |
|
952.38 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
