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: |
|
- |
