DZ Bank Call 295 MCD 17.01.2025
/ DE000DQ6SME2
DZ Bank Call 295 MCD 17.01.2025/ DE000DQ6SME2 /
| 10/10/2024 21:35:09 |
Chg.-0.060 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-3.39% |
1.740
Bid Size: 5,000 |
1.770
Ask Size: 5,000 |
McDonalds Corp |
295.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
DQ6SME |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/08/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.81 |
| Time value: |
0.95 |
| Break-even: |
287.21 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.73% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
10.41 |
| Rho: |
0.45 |
Quote data
| Open: |
1.750 |
| High: |
1.770 |
| Low: |
1.660 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
+40.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.590 |
| 1M High / 1M Low: |
1.790 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
