DZ Bank Call 115 MU 21.06.2024
/ DE000DJ7X863
DZ Bank Call 115 MU 21.06.2024/ DE000DJ7X863 /
| 2024-06-03 8:27:11 AM |
Chg.+0.05 |
Bid4:50:54 PM |
Ask4:50:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+4.46% |
-
Bid Size: - |
-
Ask Size: - |
Micron Technology In... |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ7X86 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Micron Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
0.92 |
| Time value: |
0.18 |
| Break-even: |
116.97 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.79 |
| Theta: |
-0.11 |
| Omega: |
8.30 |
| Rho: |
0.04 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.95% |
| 1 Month |
|
|
+82.81% |
| 3 Months |
|
|
+485.00% |
| YTD |
|
|
+800.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.12 |
| 1M High / 1M Low: |
1.76 |
0.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-04 |
1.90 |
| Low (YTD): |
2024-02-19 |
0.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
