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DZ Bank Call 230 MRK 20.12.2024/  DE000DW83P77  /

EUWAX
8/26/2024  8:13:50 AM Chg.-0.011 Bid5:35:07 PM Ask5:35:07 PM Underlying Strike price Expiration date Option type
0.027EUR -28.95% 0.028
Bid Size: 10,000		 0.068
Ask Size: 10,000		 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: 0.027
Low: 0.027
Previous Close: 0.038
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -27.03%
3 Months
  -75.45%
YTD
  -61.43%
1 Year
  -92.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.026
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: 0.150 0.001
High (YTD): 6/19/2024 0.150
Low (YTD): 7/31/2024 0.001
52W High: 9/5/2023 0.490
52W Low: 7/31/2024 0.001
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.131
Avg. volume 1Y:   0.000
Volatility 1M:   31,494.53%
Volatility 6M:   12,394.84%
Volatility 1Y:   8,748.40%
Volatility 3Y:   -