OverviewChartNewsTraderScreen

DZ Bank Call 225 MRK 21.03.2025/  DE000DJ0S7K3  /

Frankfurt Zert./DZB
10/3/2024  1:09:19 PM Chg.+0.012 Bid10/3/2024 Ask10/3/2024 Underlying Strike price Expiration date Option type
0.066EUR +22.22% 0.066
Bid Size: 55,000		 0.086
Ask Size: 55,000		 MERCK KGAA O.N. 225.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S7K
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 165.68
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -6.76
Time value: 0.10
Break-even: 225.95
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 1.18
Spread abs.: 0.04
Spread %: 72.73%
Delta: 0.07
Theta: -0.01
Omega: 11.44
Rho: 0.05
 

Quote data

Open: 0.052
High: 0.068
Low: 0.052
Previous Close: 0.054
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -63.33%
3 Months
  -45.00%
YTD
  -63.33%
1 Year
  -83.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.053
1M High / 1M Low: 0.180 0.048
6M High / 6M Low: 0.340 0.048
High (YTD): 6/18/2024 0.340
Low (YTD): 9/25/2024 0.048
52W High: 11/21/2023 0.530
52W Low: 9/25/2024 0.048
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.217
Avg. volume 1Y:   0.000
Volatility 1M:   272.99%
Volatility 6M:   233.20%
Volatility 1Y:   202.70%
Volatility 3Y:   -