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DZ Bank Call 245 MRK 21.03.2025/  DE000DJ0S7P2  /

EUWAX
8/26/2024  8:13:09 AM Chg.-0.010 Bid1:02:29 PM Ask1:02:29 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% 0.090
Bid Size: 40,000		 0.110
Ask Size: 40,000		 MERCK KGAA O.N. 245.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S7P
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 142.92
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -7.35
Time value: 0.12
Break-even: 246.20
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.89
Spread abs.: 0.04
Spread %: 50.00%
Delta: 0.08
Theta: -0.01
Omega: 11.03
Rho: 0.07
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+14.29%
3 Months
  -42.86%
YTD
  -20.00%
1 Year
  -81.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.140 0.001
6M High / 6M Low: 0.190 0.001
High (YTD): 6/19/2024 0.190
Low (YTD): 8/5/2024 0.001
52W High: 9/5/2023 0.540
52W Low: 8/5/2024 0.001
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.099
Avg. volume 6M:   0.000
Avg. price 1Y:   0.164
Avg. volume 1Y:   0.000
Volatility 1M:   31,451.62%
Volatility 6M:   12,400.32%
Volatility 1Y:   8,753.43%
Volatility 3Y:   -