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DZ Bank Call 72 MU 21.06.2024/  DE000DW61ZN5  /

Frankfurt Zert./DZB
2024-05-31  9:35:21 PM Chg.-0.320 Bid9:59:32 PM Ask- Underlying Strike price Expiration date Option type
4.770EUR -6.29% 4.910
Bid Size: 5,000		 -
Ask Size: -		 Micron Technology In... 72.00 USD 2024-06-21 Call
 

Master data

WKN: DW61ZN
Issuer: DZ Bank AG
Currency: EUR
Underlying: Micron Technology Inc
Type: Warrant
Option type: Call
Strike price: 72.00 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: 2.34
Leverage: Yes

Calculated values

Fair value: 4.90
Intrinsic value: 4.89
Implied volatility: 1.19
Historic volatility: 0.33
Parity: 4.89
Time value: 0.03
Break-even: 115.57
Moneyness: 1.74
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.04
Omega: 2.30
Rho: 0.04
 

Quote data

Open: 4.960
High: 5.150
Low: 4.620
Previous Close: 5.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.83%
1 Month  
+18.66%
3 Months  
+102.98%
YTD  
+185.63%
1 Year  
+304.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.620 4.770
1M High / 1M Low: 5.620 3.810
6M High / 6M Low: 5.620 0.880
High (YTD): 2024-05-28 5.620
Low (YTD): 2024-02-19 1.120
52W High: 2024-05-28 5.620
52W Low: 2023-07-07 0.580
Avg. price 1W:   5.308
Avg. volume 1W:   0.000
Avg. price 1M:   4.888
Avg. volume 1M:   0.000
Avg. price 6M:   2.791
Avg. volume 6M:   0.000
Avg. price 1Y:   1.813
Avg. volume 1Y:   0.000
Volatility 1M:   79.49%
Volatility 6M:   152.82%
Volatility 1Y:   138.11%
Volatility 3Y:   -