DZ Bank Call 235 MRK 21.03.2025
/ DE000DJ0S7M9
DZ Bank Call 235 MRK 21.03.2025/ DE000DJ0S7M9 /
2024-08-26 1:08:36 PM |
Chg.0.000 |
Bid2024-08-26 |
Ask2024-08-26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
0.00% |
0.130 Bid Size: 40,000 |
0.140 Ask Size: 40,000 |
MERCK KGAA O.N. |
235.00 - |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2025-03-20 |
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: |
0.130 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+225.00% |
3 Months |
|
|
-27.78% |
YTD |
|
|
-7.14% |
1 Year |
|
|
-75.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.120 |
1M High / 1M Low: |
0.180 |
0.040 |
6M High / 6M Low: |
0.250 |
0.040 |
High (YTD): |
2024-06-18 |
0.250 |
Low (YTD): |
2024-07-26 |
0.040 |
52W High: |
2023-09-05 |
0.650 |
52W Low: |
2024-07-26 |
0.040 |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.137 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.208 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
714.92% |
Volatility 6M: |
|
342.88% |
Volatility 1Y: |
|
266.83% |
Volatility 3Y: |
|
- |