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DZ Bank Put 130 MRK 21.03.2025/  DE000DJ07XA7  /

Frankfurt Zert./DZB
2024-10-02  9:34:32 PM Chg.-0.010 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.250
Bid Size: 5,500		 0.270
Ask Size: 5,500		 MERCK KGAA O.N. 130.00 - 2025-03-21 Put
 

Master data

WKN: DJ07XA
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -53.93
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -2.64
Time value: 0.29
Break-even: 127.10
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 7.41%
Delta: -0.15
Theta: -0.02
Omega: -8.09
Rho: -0.12
 

Quote data

Open: 0.270
High: 0.280
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+62.50%
3 Months
  -46.94%
YTD
  -72.92%
1 Year
  -69.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.270 0.160
6M High / 6M Low: 0.740 0.150
High (YTD): 2024-01-08 1.030
Low (YTD): 2024-08-30 0.150
52W High: 2023-12-13 1.270
52W Low: 2024-08-30 0.150
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   226.94%
Volatility 6M:   177.37%
Volatility 1Y:   153.26%
Volatility 3Y:   -