DZ Bank Call 145 MRK 20.09.2024
/ DE000DW7HH18
DZ Bank Call 145 MRK 20.09.2024/ DE000DW7HH18 /
8/26/2024 8:08:10 AM |
Chg.-0.02 |
Bid9:58:52 AM |
Ask9:58:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.72EUR |
-0.73% |
2.77 Bid Size: 40,000 |
2.79 Ask Size: 40,000 |
MERCK KGAA O.N. |
145.00 - |
9/20/2024 |
Call |
Master data
WKN: |
DW7HH1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 - |
Maturity: |
9/20/2024 |
Issue date: |
11/9/2022 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.69 |
Intrinsic value: |
2.65 |
Implied volatility: |
0.50 |
Historic volatility: |
0.27 |
Parity: |
2.65 |
Time value: |
0.13 |
Break-even: |
172.80 |
Moneyness: |
1.18 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.04 |
Spread %: |
1.46% |
Delta: |
0.91 |
Theta: |
-0.08 |
Omega: |
5.64 |
Rho: |
0.09 |
Quote data
Open: |
2.72 |
High: |
2.72 |
Low: |
2.72 |
Previous Close: |
2.74 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.74% |
1 Month |
|
|
+101.48% |
3 Months |
|
|
-1.81% |
YTD |
|
|
+121.14% |
1 Year |
|
|
-2.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.74 |
2.35 |
1M High / 1M Low: |
2.74 |
1.35 |
6M High / 6M Low: |
3.31 |
0.89 |
High (YTD): |
6/13/2024 |
3.31 |
Low (YTD): |
7/19/2024 |
0.89 |
52W High: |
9/5/2023 |
3.53 |
52W Low: |
7/19/2024 |
0.89 |
Avg. price 1W: |
|
2.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.96 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.98 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
235.46% |
Volatility 6M: |
|
191.30% |
Volatility 1Y: |
|
170.74% |
Volatility 3Y: |
|
- |