OverviewChartNewsTraderScreen

DZ Bank Call 70 MU 21.06.2024/  DE000DW61ZM7  /

Frankfurt Zert./DZB
2024-06-07  9:34:42 PM Chg.+0.090 Bid9:59:08 PM Ask- Underlying Strike price Expiration date Option type
5.670EUR +1.61% -
Bid Size: -		 -
Ask Size: -		 Micron Technology In... 70.00 USD 2024-06-21 Call
 

Master data

WKN: DW61ZM
Issuer: DZ Bank AG
Currency: EUR
Underlying: Micron Technology Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.14
Leverage: Yes

Calculated values

Fair value: 5.65
Intrinsic value: 5.64
Implied volatility: 1.62
Historic volatility: 0.33
Parity: 5.64
Time value: 0.03
Break-even: 121.51
Moneyness: 1.87
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.06
Omega: 2.11
Rho: 0.02
 

Quote data

Open: 5.580
High: 5.810
Low: 5.520
Previous Close: 5.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.31%
1 Month  
+22.46%
3 Months  
+107.69%
YTD  
+215.00%
1 Year  
+490.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.820 5.180
1M High / 1M Low: 5.820 4.530
6M High / 6M Low: 5.820 1.090
High (YTD): 2024-06-05 5.820
Low (YTD): 2024-02-19 1.240
52W High: 2024-06-05 5.820
52W Low: 2023-07-07 0.640
Avg. price 1W:   5.514
Avg. volume 1W:   0.000
Avg. price 1M:   5.287
Avg. volume 1M:   0.000
Avg. price 6M:   3.127
Avg. volume 6M:   0.000
Avg. price 1Y:   2.018
Avg. volume 1Y:   0.000
Volatility 1M:   81.05%
Volatility 6M:   144.59%
Volatility 1Y:   132.03%
Volatility 3Y:   -