DZ Bank Call 285 MCD 20.12.2024
/ DE000DQ6RHL9
DZ Bank Call 285 MCD 20.12.2024/ DE000DQ6RHL9 /
| 2024-10-10 9:34:43 PM |
Chg.-0.070 |
Bid9:46:05 PM |
Ask9:46:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
-3.07% |
2.240
Bid Size: 10,000 |
2.270
Ask Size: 10,000 |
McDonalds Corp |
285.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DQ6RHL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
285.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
1.72 |
| Time value: |
0.55 |
| Break-even: |
283.17 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.34% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
9.46 |
| Rho: |
0.37 |
Quote data
| Open: |
2.270 |
| High: |
2.270 |
| Low: |
2.160 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.34% |
| 1 Month |
|
|
+38.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
2.060 |
| 1M High / 1M Low: |
2.310 |
1.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
