DZ Bank Call 275 MCD 17.01.2025
/ DE000DQ6SMC6
DZ Bank Call 275 MCD 17.01.2025/ DE000DQ6SMC6 /
| 2024-10-10 9:34:46 PM |
Chg.-0.070 |
Bid9:45:52 PM |
Ask9:45:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.110EUR |
-2.20% |
3.130
Bid Size: 10,000 |
3.160
Ask Size: 10,000 |
McDonalds Corp |
275.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DQ6SMC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-08-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
2.63 |
| Time value: |
0.53 |
| Break-even: |
282.94 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.96% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
7.34 |
| Rho: |
0.54 |
Quote data
| Open: |
3.160 |
| High: |
3.160 |
| Low: |
3.050 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.32% |
| 1 Month |
|
|
+32.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.180 |
2.930 |
| 1M High / 1M Low: |
3.180 |
2.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
