DZ Bank Call 95 MRK 20.12.2024
/ DE000DJ5QQW0
DZ Bank Call 95 MRK 20.12.2024/ DE000DJ5QQW0 /
| 03/10/2024 08:10:46 |
Chg.+0.01 |
Bid09:03:07 |
Ask09:03:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
+0.34% |
2.95
Bid Size: 15,000 |
2.96
Ask Size: 15,000 |
MERCK KGAA O.N. |
95.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5QQW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.21 |
| Intrinsic value: |
6.14 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
6.14 |
| Time value: |
-3.19 |
| Break-even: |
124.50 |
| Moneyness: |
1.65 |
| Premium: |
-0.20 |
| Premium p.a.: |
-0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
2.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.34% |
| 1 Month |
|
|
+0.34% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
+19.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.93 |
| 1M High / 1M Low: |
2.95 |
2.93 |
| 6M High / 6M Low: |
2.95 |
2.57 |
| High (YTD): |
01/10/2024 |
2.95 |
| Low (YTD): |
08/01/2024 |
2.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4.81% |
| Volatility 6M: |
|
12.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
