DZ Bank Call 95 MRK 20.12.2024
/ DE000DJ5QQW0
DZ Bank Call 95 MRK 20.12.2024/ DE000DJ5QQW0 /
10/3/2024 8:10:46 AM |
Chg.+0.01 |
Bid9:03:07 AM |
Ask9:03:07 AM |
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 |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
10/25/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.31 |
Intrinsic value: |
6.24 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
6.24 |
Time value: |
-3.28 |
Break-even: |
124.60 |
Moneyness: |
1.66 |
Premium: |
-0.21 |
Premium p.a.: |
-0.66 |
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): |
10/1/2024 |
2.95 |
Low (YTD): |
1/8/2024 |
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: |
|
- |