DZ Bank Call 105 MU 21.06.2024
/ DE000DJ6VW92
DZ Bank Call 105 MU 21.06.2024/ DE000DJ6VW92 /
| 2024-06-03 4:35:01 PM |
Chg.+0.300 |
Bid4:50:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
+16.95% |
-
Bid Size: - |
-
Ask Size: - |
Micron Technology In... |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ6VW9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Micron Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.33 |
| Parity: |
1.84 |
| Time value: |
0.10 |
| Break-even: |
116.15 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
0.90 |
| Theta: |
-0.09 |
| Omega: |
5.37 |
| Rho: |
0.04 |
Quote data
| Open: |
2.020 |
| High: |
2.150 |
| Low: |
1.990 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.16% |
| 1 Month |
|
|
+66.94% |
| 3 Months |
|
|
+298.08% |
| YTD |
|
|
+666.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
1.770 |
| 1M High / 1M Low: |
2.600 |
1.240 |
| 6M High / 6M Low: |
2.600 |
0.090 |
| High (YTD): |
2024-05-28 |
2.600 |
| Low (YTD): |
2024-02-19 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.857 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.54% |
| Volatility 6M: |
|
340.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
