DZ Bank Call 250 MDO 20.12.2024
/ DE000DJ0Q9Y2
DZ Bank Call 250 MDO 20.12.2024/ DE000DJ0Q9Y2 /
| 2024-05-17 8:11:03 AM |
Chg.-0.03 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
-0.98% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
250.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ0Q9Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.13 |
| Parity: |
0.06 |
| Time value: |
2.85 |
| Break-even: |
279.10 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.59 |
| Theta: |
-0.07 |
| Omega: |
5.08 |
| Rho: |
0.70 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.58% |
| 1 Month |
|
|
+1.34% |
| 3 Months |
|
|
-38.54% |
| YTD |
|
|
-42.07% |
| 1 Year |
|
|
-50.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.87 |
| 1M High / 1M Low: |
3.52 |
2.65 |
| 6M High / 6M Low: |
5.67 |
2.65 |
| High (YTD): |
2024-02-05 |
5.67 |
| Low (YTD): |
2024-05-08 |
2.65 |
| 52W High: |
2023-05-19 |
6.10 |
| 52W Low: |
2023-10-12 |
2.51 |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.30 |
| Avg. volume 6M: |
|
1.61 |
| Avg. price 1Y: |
|
4.51 |
| Avg. volume 1Y: |
|
.78 |
| Volatility 1M: |
|
93.26% |
| Volatility 6M: |
|
80.81% |
| Volatility 1Y: |
|
72.57% |
| Volatility 3Y: |
|
- |
