DZ Bank Call 240 MDO 20.12.2024
/ DE000DJ263T1
DZ Bank Call 240 MDO 20.12.2024/ DE000DJ263T1 /
| 31/07/2024 21:34:53 |
Chg.+0.250 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
+9.36% |
2.950
Bid Size: 5,000 |
2.980
Ask Size: 5,000 |
MCDONALDS CORP. DL... |
240.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
0.63 |
| Time value: |
2.12 |
| Break-even: |
267.50 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
1.10% |
| Delta: |
0.61 |
| Theta: |
-0.09 |
| Omega: |
5.50 |
| Rho: |
0.48 |
Quote data
| Open: |
2.830 |
| High: |
3.100 |
| Low: |
2.830 |
| Previous Close: |
2.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.94% |
| 1 Month |
|
|
+32.73% |
| 3 Months |
|
|
-26.26% |
| YTD |
|
|
-50.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.060 |
| 1M High / 1M Low: |
2.740 |
1.690 |
| 6M High / 6M Low: |
6.240 |
1.690 |
| High (YTD): |
24/01/2024 |
6.410 |
| Low (YTD): |
09/07/2024 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.724 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.91% |
| Volatility 6M: |
|
120.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
