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DZ Bank Call 235 MRK 21.03.2025/  DE000DJ0S7M9  /

EUWAX
26/08/2024  08:13:09 Chg.-0.010 Bid19:40:59 Ask19:40:59 Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.130
Bid Size: 10,000		 0.150
Ask Size: 10,000		 MERCK KGAA O.N. 235.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S7M
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 114.33
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.27
Parity: -6.35
Time value: 0.15
Break-even: 236.50
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.10
Theta: -0.02
Omega: 11.04
Rho: 0.09
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.33%
3 Months
  -36.84%
YTD
  -7.69%
1 Year
  -76.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.190 0.020
6M High / 6M Low: 0.250 0.020
High (YTD): 19/06/2024 0.250
Low (YTD): 05/08/2024 0.020
52W High: 05/09/2023 0.650
52W Low: 05/08/2024 0.020
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.209
Avg. volume 1Y:   0.000
Volatility 1M:   2,063.17%
Volatility 6M:   833.68%
Volatility 1Y:   599.58%
Volatility 3Y:   -