OverviewChartNewsTraderScreen

DZ Bank Call 235 MRK 21.03.2025/  DE000DJ0S7M9  /

Frankfurt Zert./DZB
26/08/2024  15:04:40 Chg.0.000 Bid26/08/2024 Ask26/08/2024 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 - 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: 0.130
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): 18/06/2024 0.250
Low (YTD): 26/07/2024 0.040
52W High: 05/09/2023 0.650
52W Low: 26/07/2024 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:   -