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DZ Bank Call 280 MDO 17.01.2025/  DE000DJ3F505  /

EUWAX
2024-11-13  8:24:37 AM Chg.-0.30 Bid9:31:27 PM Ask9:31:27 PM Underlying Strike price Expiration date Option type
2.01EUR -12.99% 2.00
Bid Size: 20,000		 2.03
Ask Size: 20,000		 MCDONALDS CORP. DL... 280.00 - 2025-01-17 Call
 

Master data

WKN: DJ3F50
Issuer: DZ Bank AG
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 2025-01-17
Issue date: 2023-06-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.27
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.13
Implied volatility: 0.42
Historic volatility: 0.16
Parity: 0.13
Time value: 1.99
Break-even: 301.20
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 1.44%
Delta: 0.56
Theta: -0.16
Omega: 7.40
Rho: 0.24
 

Quote data

Open: 2.01
High: 2.01
Low: 2.01
Previous Close: 2.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.94%
1 Month
  -26.10%
3 Months  
+113.83%
YTD
  -37.38%
1 Year  
+6.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.31 1.84
1M High / 1M Low: 3.75 1.70
6M High / 6M Low: 3.75 0.36
High (YTD): 2024-10-21 3.75
Low (YTD): 2024-07-10 0.36
52W High: 2024-10-21 3.75
52W Low: 2024-07-10 0.36
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.45
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   419.85
Avg. price 1Y:   1.93
Avg. volume 1Y:   215.69
Volatility 1M:   251.01%
Volatility 6M:   206.68%
Volatility 1Y:   168.83%
Volatility 3Y:   -