DZ Bank Call 240 MDO 17.01.2025
/ DE000DJ2VJ44
DZ Bank Call 240 MDO 17.01.2025/ DE000DJ2VJ44 /
| 06/09/2024 08:19:58 |
Chg.0.00 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.71EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
240.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.15 |
| Parity: |
2.12 |
| Time value: |
2.81 |
| Break-even: |
289.30 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
0.82% |
| Delta: |
0.67 |
| Theta: |
-0.14 |
| Omega: |
3.57 |
| Rho: |
0.46 |
Quote data
| Open: |
4.71 |
| High: |
4.71 |
| Low: |
4.71 |
| Previous Close: |
4.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.29% |
| 1 Month |
|
|
+40.18% |
| 3 Months |
|
|
+64.69% |
| YTD |
|
|
-22.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.71 |
4.46 |
| 1M High / 1M Low: |
4.76 |
3.21 |
| 6M High / 6M Low: |
5.90 |
1.83 |
| High (YTD): |
05/02/2024 |
6.63 |
| Low (YTD): |
10/07/2024 |
1.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.63% |
| Volatility 6M: |
|
112.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
