DZ Bank Call 125 MRK 20.12.2024
/ DE000DW9KZZ2
DZ Bank Call 125 MRK 20.12.2024/ DE000DW9KZZ2 /
| 2024-11-04 9:34:44 PM |
Chg.-0.030 |
Bid9:58:31 PM |
Ask9:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
-1.22% |
2.410
Bid Size: 2,500 |
2.430
Ask Size: 2,500 |
MERCK KGAA O.N. |
125.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW9KZZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
2.91 |
| Time value: |
-0.45 |
| Break-even: |
149.60 |
| Moneyness: |
1.23 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.470 |
| High: |
2.500 |
| Low: |
2.410 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.42% |
| 1 Month |
|
|
+2.11% |
| 3 Months |
|
|
+2.54% |
| YTD |
|
|
+43.20% |
| 1 Year |
|
|
+37.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.480 |
2.320 |
| 1M High / 1M Low: |
2.710 |
2.280 |
| 6M High / 6M Low: |
2.780 |
1.980 |
| High (YTD): |
2024-09-02 |
2.780 |
| Low (YTD): |
2024-01-08 |
1.540 |
| 52W High: |
2024-09-02 |
2.780 |
| 52W Low: |
2023-12-13 |
1.420 |
| Avg. price 1W: |
|
2.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.189 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
70.51% |
| Volatility 6M: |
|
49.67% |
| Volatility 1Y: |
|
57.23% |
| Volatility 3Y: |
|
- |
