DZ Bank Call 240 MDO 20.12.2024
/ DE000DJ263T1
DZ Bank Call 240 MDO 20.12.2024/ DE000DJ263T1 /
| 2024-06-28 4:34:42 PM |
Chg.+0.020 |
Bid4:45:15 PM |
Ask4:45:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
+0.79% |
2.560
Bid Size: 7,500 |
2.590
Ask Size: 7,500 |
MCDONALDS CORP. DL... |
240.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ263T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.14 |
| Parity: |
0.11 |
| Time value: |
2.47 |
| Break-even: |
265.80 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
1.18% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
5.46 |
| Rho: |
0.55 |
Quote data
| Open: |
2.550 |
| High: |
2.570 |
| Low: |
2.510 |
| Previous Close: |
2.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+19.16% |
| 3 Months |
|
|
-45.63% |
| YTD |
|
|
-57.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.700 |
2.480 |
| 1M High / 1M Low: |
2.910 |
1.990 |
| 6M High / 6M Low: |
6.410 |
1.990 |
| High (YTD): |
2024-01-24 |
6.410 |
| Low (YTD): |
2024-05-29 |
1.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.71% |
| Volatility 6M: |
|
96.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
