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DZ Bank Put 150 MRK 21.03.2025/  DE000DJ07XC3  /

EUWAX
10/3/2024  8:12:23 AM Chg.-0.030 Bid10:33:47 AM Ask10:33:47 AM Underlying Strike price Expiration date Option type
0.730EUR -3.95% 0.710
Bid Size: 55,000		 0.720
Ask Size: 55,000		 MERCK KGAA O.N. 150.00 - 3/21/2025 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: 3/21/2025
Issue date: 4/20/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.27
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.27
Parity: -0.74
Time value: 0.74
Break-even: 142.60
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 2.78%
Delta: -0.33
Theta: -0.03
Omega: -7.11
Rho: -0.28
 

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): 1/8/2024 1.970
Low (YTD): 9/2/2024 0.370
52W High: 12/13/2023 2.330
52W Low: 9/2/2024 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:   -