DZ Bank Put 310 MCD 20.12.2024
/ DE000DQ7VHL9
DZ Bank Put 310 MCD 20.12.2024/ DE000DQ7VHL9 /
| 2024-10-11 11:04:34 AM |
Chg.-0.020 |
Bid11:11:49 AM |
Ask11:11:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-1.63% |
1.220
Bid Size: 4,000 |
1.280
Ask Size: 4,000 |
McDonalds Corp |
310.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DQ7VHL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-09-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.55 |
| Time value: |
0.68 |
| Break-even: |
271.23 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.50% |
| Delta: |
-0.54 |
| Theta: |
-0.06 |
| Omega: |
-12.17 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.200 |
| High: |
1.210 |
| Low: |
1.170 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.97% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.180 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
