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DZ Bank Call 225 MRK 20.12.2024/  DE000DW83P69  /

Frankfurt Zert./DZB
26/08/2024  19:04:30 Chg.+0.001 Bid19:10:53 Ask19:10:53 Underlying Strike price Expiration date Option type
0.041EUR +2.50% 0.041
Bid Size: 10,000		 0.081
Ask Size: 10,000		 MERCK KGAA O.N. 225.00 - 20/12/2024 Call
 

Master data

WKN: DW83P6
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 211.73
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -5.35
Time value: 0.08
Break-even: 225.81
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 1.38
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.07
Theta: -0.02
Omega: 14.57
Rho: 0.03
 

Quote data

Open: 0.038
High: 0.051
Low: 0.038
Previous Close: 0.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4000.00%
3 Months
  -72.67%
YTD
  -59.00%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.036
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: 0.180 0.001
High (YTD): 18/06/2024 0.180
Low (YTD): 30/07/2024 0.001
52W High: 05/09/2023 0.550
52W Low: 30/07/2024 0.001
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.152
Avg. volume 1Y:   0.000
Volatility 1M:   24,403.83%
Volatility 6M:   9,610.96%
Volatility 1Y:   6,783.85%
Volatility 3Y:   -