DZ Bank Call 245 MRK 21.03.2025/  DE000DJ0S7P2  /

EUWAX
02/10/2024  08:14:18 Chg.-0.013 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.028EUR -31.71% -
Bid Size: -
-
Ask Size: -
MERCK KGAA O.N. 245.00 - 21/03/2025 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: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 230.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -8.86
Time value: 0.07
Break-even: 245.68
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 1.64
Spread abs.: 0.04
Spread %: 142.86%
Delta: 0.05
Theta: -0.01
Omega: 10.89
Rho: 0.03
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -65.00%
3 Months
  -61.64%
YTD
  -72.00%
1 Year
  -89.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.026
1M High / 1M Low: 0.080 0.026
6M High / 6M Low: 0.190 0.001
High (YTD): 19/06/2024 0.190
Low (YTD): 05/08/2024 0.001
52W High: 21/11/2023 0.340
52W Low: 05/08/2024 0.001
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.126
Avg. volume 1Y:   0.000
Volatility 1M:   311.46%
Volatility 6M:   12,353.56%
Volatility 1Y:   8,720.32%
Volatility 3Y:   -