DZ Bank Call 240 MDO 20.12.2024
/ DE000DJ263T1
DZ Bank Call 240 MDO 20.12.2024/ DE000DJ263T1 /
06/09/2024 21:35:13 |
Chg.+0.160 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
4.860EUR |
+3.40% |
4.830 Bid Size: 5,000 |
4.870 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: |
5.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.48 |
Intrinsic value: |
2.12 |
Implied volatility: |
0.68 |
Historic volatility: |
0.15 |
Parity: |
2.12 |
Time value: |
2.75 |
Break-even: |
288.70 |
Moneyness: |
1.09 |
Premium: |
0.11 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.04 |
Spread %: |
0.83% |
Delta: |
0.67 |
Theta: |
-0.18 |
Omega: |
3.60 |
Rho: |
0.36 |
Quote data
Open: |
4.650 |
High: |
5.000 |
Low: |
4.630 |
Previous Close: |
4.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.81% |
1 Month |
|
|
+43.36% |
3 Months |
|
|
+97.56% |
YTD |
|
|
-18.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.860 |
4.460 |
1M High / 1M Low: |
4.860 |
3.130 |
6M High / 6M Low: |
5.790 |
1.690 |
High (YTD): |
24/01/2024 |
6.410 |
Low (YTD): |
09/07/2024 |
1.690 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.407 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.67% |
Volatility 6M: |
|
127.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |