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DZ Bank Put 150 MRK 21.03.2025/  DE000DJ07XC3  /

EUWAX
26/08/2024  08:11:37 Chg.-0.010 Bid10:14:47 Ask10:14:47 Underlying Strike price Expiration date Option type
0.470EUR -2.08% 0.470
Bid Size: 40,000		 0.480
Ask Size: 40,000		 MERCK KGAA O.N. 150.00 - 21/03/2025 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: 21/03/2025
Issue date: 20/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.00
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -2.15
Time value: 0.49
Break-even: 145.10
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 4.26%
Delta: -0.21
Theta: -0.02
Omega: -7.26
Rho: -0.23
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.54%
1 Month
  -51.55%
3 Months
  -31.88%
YTD
  -75.65%
1 Year
  -65.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.480
1M High / 1M Low: 0.970 0.480
6M High / 6M Low: 1.640 0.480
High (YTD): 08/01/2024 1.970
Low (YTD): 23/08/2024 0.480
52W High: 13/12/2023 2.330
52W Low: 23/08/2024 0.480
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   0.971
Avg. volume 6M:   0.000
Avg. price 1Y:   1.272
Avg. volume 1Y:   0.000
Volatility 1M:   204.16%
Volatility 6M:   172.69%
Volatility 1Y:   149.37%
Volatility 3Y:   -