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DZ Bank Call 72 MU 21.06.2024/  DE000DW61ZN5  /

Frankfurt Zert./DZB
2024-06-07  9:35:02 PM Chg.+0.090 Bid9:58:55 PM Ask- Underlying Strike price Expiration date Option type
5.490EUR +1.67% -
Bid Size: -		 -
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: 2.21
Leverage: Yes

Calculated values

Fair value: 5.47
Intrinsic value: 5.46
Implied volatility: 1.49
Historic volatility: 0.33
Parity: 5.46
Time value: 0.02
Break-even: 121.46
Moneyness: 1.82
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.05
Omega: 2.19
Rho: 0.02
 

Quote data

Open: 5.390
High: 5.630
Low: 5.340
Previous Close: 5.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.09%
1 Month  
+26.21%
3 Months  
+113.62%
YTD  
+228.74%
1 Year  
+510.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.630 4.990
1M High / 1M Low: 5.630 4.350
6M High / 6M Low: 5.630 1.120
High (YTD): 2024-06-05 5.630
Low (YTD): 2024-02-19 1.120
52W High: 2024-06-05 5.630
52W Low: 2023-07-07 0.580
Avg. price 1W:   5.328
Avg. volume 1W:   0.000
Avg. price 1M:   5.133
Avg. volume 1M:   0.000
Avg. price 6M:   2.983
Avg. volume 6M:   0.000
Avg. price 1Y:   1.900
Avg. volume 1Y:   0.000
Volatility 1M:   84.90%
Volatility 6M:   150.83%
Volatility 1Y:   138.17%
Volatility 3Y:   -