DZ Bank Call 240 MDO 20.12.2024
/ DE000DJ263T1
DZ Bank Call 240 MDO 20.12.2024/ DE000DJ263T1 /
| 9/16/2024 1:08:53 PM |
Chg.+0.090 |
Bid9:59:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.440EUR |
+1.68% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
240.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
3.77 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.15 |
| Parity: |
3.77 |
| Time value: |
1.37 |
| Break-even: |
291.40 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.18 |
| Omega: |
4.10 |
| Rho: |
0.31 |
Quote data
| Open: |
5.370 |
| High: |
5.450 |
| Low: |
5.360 |
| Previous Close: |
5.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.80% |
| 3 Months |
|
|
+184.82% |
| YTD |
|
|
-8.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.440 |
4.840 |
| 6M High / 6M Low: |
5.440 |
1.690 |
| High (YTD): |
1/24/2024 |
6.410 |
| Low (YTD): |
7/9/2024 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.11% |
| Volatility 6M: |
|
131.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
