DZ Bank Call 285 MCD 20.06.2025
/ DE000DQ6VZA6
DZ Bank Call 285 MCD 20.06.2025/ DE000DQ6VZA6 /
2024-11-14 9:04:27 AM |
Chg.0.000 |
Bid9:22:27 AM |
Ask9:22:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
0.00% |
2.590 Bid Size: 2,500 |
2.650 Ask Size: 2,500 |
McDonalds Corp |
285.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
DQ6VZA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
285.00 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: |
10.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.45 |
Intrinsic value: |
1.29 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
1.29 |
Time value: |
1.39 |
Break-even: |
295.25 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
1.13% |
Delta: |
0.69 |
Theta: |
-0.05 |
Omega: |
7.28 |
Rho: |
1.01 |
Quote data
Open: |
2.550 |
High: |
2.570 |
Low: |
2.550 |
Previous Close: |
2.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.64% |
1 Month |
|
|
-26.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.880 |
2.410 |
1M High / 1M Low: |
3.930 |
2.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.644 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.925 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |