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DZ Bank Call 230 MRK 21.03.2025/  DE000DJ0S7L1  /

Frankfurt Zert./DZB
10/3/2024  10:34:46 AM Chg.+0.011 Bid10:41:48 AM Ask10:41:48 AM Underlying Strike price Expiration date Option type
0.055EUR +25.00% 0.055
Bid Size: 55,000		 0.075
Ask Size: 55,000		 MERCK KGAA O.N. 230.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S7L
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 185.18
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -7.26
Time value: 0.09
Break-even: 230.85
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 1.29
Spread abs.: 0.04
Spread %: 88.89%
Delta: 0.06
Theta: -0.01
Omega: 11.39
Rho: 0.04
 

Quote data

Open: 0.043
High: 0.057
Low: 0.043
Previous Close: 0.044
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.85%
1 Month
  -63.33%
3 Months
  -50.00%
YTD
  -65.63%
1 Year
  -84.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.044
1M High / 1M Low: 0.150 0.040
6M High / 6M Low: 0.290 0.040
High (YTD): 6/18/2024 0.290
Low (YTD): 9/25/2024 0.040
52W High: 11/21/2023 0.470
52W Low: 9/25/2024 0.040
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.189
Avg. volume 1Y:   0.000
Volatility 1M:   251.45%
Volatility 6M:   274.89%
Volatility 1Y:   226.36%
Volatility 3Y:   -