DZ Bank Call 260 MDO 17.01.2025/  DE000DJ4VGH5  /

Frankfurt Zert./DZB
2024-07-31  6:34:50 PM Chg.+0.260 Bid7:00:01 PM Ask7:00:01 PM Underlying Strike price Expiration date Option type
1.790EUR +16.99% 1.740
Bid Size: 10,000
1.770
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: 15.40
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.15
Parity: -1.37
Time value: 1.60
Break-even: 276.00
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 1.91%
Delta: 0.47
Theta: -0.07
Omega: 7.20
Rho: 0.46
 

Quote data

Open: 1.650
High: 1.790
Low: 1.650
Previous Close: 1.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.06%
1 Month  
+51.69%
3 Months
  -32.96%
YTD
  -60.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.570 1.140
1M High / 1M Low: 1.610 0.890
6M High / 6M Low: 4.800 0.890
High (YTD): 2024-01-24 4.960
Low (YTD): 2024-07-09 0.890
52W High: - -
52W Low: - -
Avg. price 1W:   1.338
Avg. volume 1W:   0.000
Avg. price 1M:   1.224
Avg. volume 1M:   0.000
Avg. price 6M:   2.512
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.92%
Volatility 6M:   150.86%
Volatility 1Y:   -
Volatility 3Y:   -