DZ Bank Put 150 MRK 21.03.2025
/ DE000DJ07XC3
DZ Bank Put 150 MRK 21.03.2025/ DE000DJ07XC3 /
2024-10-03 8:12:23 AM |
Chg.-0.030 |
Bid9:19:46 AM |
Ask9:19:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-3.95% |
0.690 Bid Size: 55,000 |
0.700 Ask Size: 55,000 |
MERCK KGAA O.N. |
150.00 - |
2025-03-21 |
Put |
Master data
WKN: |
DJ07XC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-20 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
-0.64 |
Time value: |
0.79 |
Break-even: |
142.10 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
2.60% |
Delta: |
-0.35 |
Theta: |
-0.03 |
Omega: |
-6.87 |
Rho: |
-0.29 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+87.18% |
3 Months |
|
|
-38.66% |
YTD |
|
|
-62.18% |
1 Year |
|
|
-51.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.600 |
1M High / 1M Low: |
0.770 |
0.390 |
6M High / 6M Low: |
1.640 |
0.370 |
High (YTD): |
2024-01-08 |
1.970 |
Low (YTD): |
2024-09-02 |
0.370 |
52W High: |
2023-12-13 |
2.330 |
52W Low: |
2024-09-02 |
0.370 |
Avg. price 1W: |
|
0.682 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.844 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.188 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
177.98% |
Volatility 6M: |
|
182.29% |
Volatility 1Y: |
|
155.35% |
Volatility 3Y: |
|
- |