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DZ Bank Call 230 MRK 21.03.2025/  DE000DJ0S7L1  /

Frankfurt Zert./DZB
8/26/2024  5:04:38 PM Chg.+0.010 Bid5:15:39 PM Ask5:15:39 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.150
Bid Size: 40,000		 0.160
Ask Size: 40,000		 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: 100.88
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.27
Parity: -5.85
Time value: 0.17
Break-even: 231.70
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.11
Theta: -0.02
Omega: 11.01
Rho: 0.10
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+166.67%
3 Months
  -27.27%
YTD     0.00%
1 Year
  -72.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.210 0.060
6M High / 6M Low: 0.290 0.060
High (YTD): 6/18/2024 0.290
Low (YTD): 7/26/2024 0.060
52W High: 9/5/2023 0.710
52W Low: 7/26/2024 0.060
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   0.236
Avg. volume 1Y:   0.000
Volatility 1M:   448.00%
Volatility 6M:   263.76%
Volatility 1Y:   218.19%
Volatility 3Y:   -