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DZ Bank Call 260 MDO 17.01.2025/  DE000DJ4VGH5  /

Frankfurt Zert./DZB
2024-11-13  6:04:45 PM Chg.-0.200 Bid6:18:52 PM Ask6:18:52 PM Underlying Strike price Expiration date Option type
3.650EUR -5.19% 3.640
Bid Size: 10,000		 3.680
Ask Size: 10,000		 MCDONALDS CORP. DL... 260.00 - 2025-01-17 Call
 

Master data

WKN: DJ4VGH
Issuer: DZ Bank AG
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-08-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.33
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.13
Implied volatility: 0.56
Historic volatility: 0.16
Parity: 2.13
Time value: 1.71
Break-even: 298.40
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 1.05%
Delta: 0.68
Theta: -0.20
Omega: 5.00
Rho: 0.27
 

Quote data

Open: 3.710
High: 3.820
Low: 3.620
Previous Close: 3.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.63%
1 Month
  -18.16%
3 Months  
+85.28%
YTD
  -20.13%
1 Year  
+18.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.090 3.360
1M High / 1M Low: 5.380 3.170
6M High / 6M Low: 5.380 0.890
High (YTD): 2024-10-18 5.380
Low (YTD): 2024-07-09 0.890
52W High: 2024-10-18 5.380
52W Low: 2024-07-09 0.890
Avg. price 1W:   3.716
Avg. volume 1W:   0.000
Avg. price 1M:   4.112
Avg. volume 1M:   0.000
Avg. price 6M:   2.607
Avg. volume 6M:   0.000
Avg. price 1Y:   3.152
Avg. volume 1Y:   0.000
Volatility 1M:   145.98%
Volatility 6M:   161.25%
Volatility 1Y:   129.89%
Volatility 3Y:   -