DZ Bank Call 245 MRK 21.03.2025
/ DE000DJ0S7P2
DZ Bank Call 245 MRK 21.03.2025/ DE000DJ0S7P2 /
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: |
|
- |