DZ Bank Call 250 MCD 20.06.2025
/ DE000DQ3W1F2
DZ Bank Call 250 MCD 20.06.2025/ DE000DQ3W1F2 /
06/09/2024 08:26:36 |
Chg.+0.02 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
4.35EUR |
+0.46% |
- Bid Size: - |
- Ask Size: - |
McDonalds Corp |
250.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
DQ3W1F |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
27/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.34 |
Intrinsic value: |
3.56 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
3.56 |
Time value: |
0.97 |
Break-even: |
270.82 |
Moneyness: |
1.16 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.67% |
Delta: |
0.86 |
Theta: |
-0.04 |
Omega: |
4.97 |
Rho: |
1.41 |
Quote data
Open: |
4.35 |
High: |
4.35 |
Low: |
4.35 |
Previous Close: |
4.33 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.59% |
1 Month |
|
|
+33.03% |
3 Months |
|
|
+58.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.35 |
4.12 |
1M High / 1M Low: |
4.42 |
3.06 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |