DZ Bank Call 125 MRK 20.09.2024
/ DE000DJ23DG3
DZ Bank Call 125 MRK 20.09.2024/ DE000DJ23DG3 /
2024-08-16 12:35:03 PM |
Chg.+0.010 |
Bid9:58:02 PM |
Ask2024-08-16 |
Underlying |
Strike price |
Expiration date |
Option type |
1.480EUR |
+0.68% |
- Bid Size: - |
- Ask Size: - |
MERCK KGAA O.N. |
125.00 - |
2024-09-20 |
Call |
Master data
WKN: |
DJ23DG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-08-16 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
11.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.68 |
Intrinsic value: |
4.65 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
4.65 |
Time value: |
-3.16 |
Break-even: |
139.90 |
Moneyness: |
1.37 |
Premium: |
-0.18 |
Premium p.a.: |
-0.95 |
Spread abs.: |
0.02 |
Spread %: |
1.36% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.470 |
High: |
1.480 |
Low: |
1.470 |
Previous Close: |
1.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+9.63% |
3 Months |
|
|
+5.71% |
YTD |
|
|
+46.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.480 |
1.350 |
6M High / 6M Low: |
1.480 |
1.090 |
High (YTD): |
2024-08-16 |
1.480 |
Low (YTD): |
2024-01-08 |
0.950 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.427 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.322 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
22.69% |
Volatility 6M: |
|
31.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |