DZ Bank Call 230 MRK 20.12.2024
/ DE000DW83P77
DZ Bank Call 230 MRK 20.12.2024/ DE000DW83P77 /
8/26/2024 5:04:18 PM |
Chg.+0.010 |
Bid5:21:28 PM |
Ask5:21:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
+35.71% |
0.037 Bid Size: 40,000 |
0.057 Ask Size: 40,000 |
MERCK KGAA O.N. |
230.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW83P7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
248.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-5.85 |
Time value: |
0.07 |
Break-even: |
230.69 |
Moneyness: |
0.75 |
Premium: |
0.35 |
Premium p.a.: |
1.54 |
Spread abs.: |
0.04 |
Spread %: |
137.93% |
Delta: |
0.06 |
Theta: |
-0.02 |
Omega: |
14.56 |
Rho: |
0.03 |
Quote data
Open: |
0.027 |
High: |
0.038 |
Low: |
0.027 |
Previous Close: |
0.028 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.03% |
1 Month |
|
|
+3700.00% |
3 Months |
|
|
-68.33% |
YTD |
|
|
-57.78% |
1 Year |
|
|
-89.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.029 |
0.025 |
1M High / 1M Low: |
0.080 |
0.001 |
6M High / 6M Low: |
0.150 |
0.001 |
High (YTD): |
6/18/2024 |
0.150 |
Low (YTD): |
7/30/2024 |
0.001 |
52W High: |
9/5/2023 |
0.490 |
52W Low: |
7/30/2024 |
0.001 |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.071 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.131 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
24,409.00% |
Volatility 6M: |
|
9,611.38% |
Volatility 1Y: |
|
6,784.40% |
Volatility 3Y: |
|
- |