DZ Bank Call 240 MDO 17.01.2025
/ DE000DJ2VJ44
DZ Bank Call 240 MDO 17.01.2025/ DE000DJ2VJ44 /
| 10/10/2024 11:54:15 AM |
Chg.+0.22 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.07EUR |
+3.76% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
3.77 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.15 |
| Parity: |
3.77 |
| Time value: |
2.08 |
| Break-even: |
298.50 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
-0.24 |
| Spread %: |
-3.94% |
| Delta: |
0.73 |
| Theta: |
-0.17 |
| Omega: |
3.48 |
| Rho: |
0.39 |
Quote data
| Open: |
6.07 |
| High: |
6.07 |
| Low: |
6.07 |
| Previous Close: |
5.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.50% |
| 1 Month |
|
|
+22.13% |
| 3 Months |
|
|
+231.69% |
| YTD |
|
|
+0.17% |
| 1 Year |
|
|
+74.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.04 |
5.80 |
| 1M High / 1M Low: |
6.04 |
4.92 |
| 6M High / 6M Low: |
6.04 |
1.83 |
| High (YTD): |
2/5/2024 |
6.63 |
| Low (YTD): |
7/10/2024 |
1.83 |
| 52W High: |
2/5/2024 |
6.63 |
| 52W Low: |
7/10/2024 |
1.83 |
| Avg. price 1W: |
|
5.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.31% |
| Volatility 6M: |
|
109.14% |
| Volatility 1Y: |
|
90.92% |
| Volatility 3Y: |
|
- |
