DZ Bank Call 240 MDO 17.01.2025
/ DE000DJ2VJ44
DZ Bank Call 240 MDO 17.01.2025/ DE000DJ2VJ44 /
8/1/2024 2:34:57 PM |
Chg.+0.010 |
Bid2:54:20 PM |
Ask2:54:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.010EUR |
+0.33% |
3.030 Bid Size: 5,000 |
3.060 Ask Size: 5,000 |
MCDONALDS CORP. DL... |
240.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
10/2/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.40 |
Historic volatility: |
0.15 |
Parity: |
0.52 |
Time value: |
2.54 |
Break-even: |
270.60 |
Moneyness: |
1.02 |
Premium: |
0.10 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
0.99% |
Delta: |
0.61 |
Theta: |
-0.09 |
Omega: |
4.88 |
Rho: |
0.55 |
Quote data
Open: |
3.000 |
High: |
3.010 |
Low: |
2.980 |
Previous Close: |
3.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+34.98% |
1 Month |
|
|
+46.12% |
3 Months |
|
|
-26.23% |
YTD |
|
|
-50.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.000 |
2.150 |
1M High / 1M Low: |
3.000 |
1.790 |
6M High / 6M Low: |
6.330 |
1.790 |
High (YTD): |
1/24/2024 |
6.490 |
Low (YTD): |
7/9/2024 |
1.790 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.323 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.800 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.54% |
Volatility 6M: |
|
115.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |