DZ Bank Call 275 MCD 20.06.2025
/ DE000DQ6VY95
DZ Bank Call 275 MCD 20.06.2025/ DE000DQ6VY95 /
| 2024-10-10 9:35:13 PM |
Chg.-0.080 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
-2.09% |
3.780
Bid Size: 5,000 |
3.810
Ask Size: 5,000 |
McDonalds Corp |
275.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
DQ6VY9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-08-16 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
2.63 |
| Time value: |
1.18 |
| Break-even: |
289.44 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.79% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
5.75 |
| Rho: |
1.26 |
Quote data
| Open: |
3.800 |
| High: |
3.810 |
| Low: |
3.700 |
| Previous Close: |
3.830 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.08% |
| 1 Month |
|
|
+26.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
3.580 |
| 1M High / 1M Low: |
3.830 |
2.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
