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DZ Bank Put 140 MRK 21.03.2025/  DE000DJ07XB5  /

EUWAX
7/23/2024  11:34:09 AM Chg.0.000 Bid1:03:33 PM Ask1:03:33 PM Underlying Strike price Expiration date Option type
0.730EUR 0.00% 0.620
Bid Size: 40,000		 0.630
Ask Size: 40,000		 MERCK KGAA O.N. 140.00 - 3/21/2025 Put
 

Master data

WKN: DJ07XB
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 3/21/2025
Issue date: 4/20/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.27
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.27
Parity: -1.00
Time value: 0.74
Break-even: 132.60
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 2.78%
Delta: -0.30
Theta: -0.02
Omega: -6.10
Rho: -0.35
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.96%
1 Month  
+40.38%
3 Months
  -23.96%
YTD
  -48.23%
1 Year
  -40.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.590
1M High / 1M Low: 0.860 0.510
6M High / 6M Low: 1.160 0.370
High (YTD): 1/8/2024 1.440
Low (YTD): 6/13/2024 0.370
52W High: 12/13/2023 1.740
52W Low: 6/13/2024 0.370
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   0.762
Avg. volume 6M:   0.000
Avg. price 1Y:   0.968
Avg. volume 1Y:   0.000
Volatility 1M:   315.61%
Volatility 6M:   161.15%
Volatility 1Y:   142.97%
Volatility 3Y:   -