DZ Bank Call 72 MU 21.06.2024
/ DE000DW61ZN5
DZ Bank Call 72 MU 21.06.2024/ DE000DW61ZN5 /
| 2024-05-31 12:44:26 PM |
Chg.-0.48 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.95EUR |
-8.84% |
-
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: |
2.34 |
| 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: |
4.96 |
| High: |
4.96 |
| Low: |
4.95 |
| Previous Close: |
5.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.07% |
| 1 Month |
|
|
+23.13% |
| 3 Months |
|
|
+143.84% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
+323.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.65 |
4.95 |
| 1M High / 1M Low: |
5.65 |
3.71 |
| 6M High / 6M Low: |
5.65 |
0.89 |
| High (YTD): |
2024-05-29 |
5.65 |
| Low (YTD): |
2024-02-19 |
1.09 |
| 52W High: |
2024-05-29 |
5.65 |
| 52W Low: |
2023-10-26 |
0.58 |
| Avg. price 1W: |
|
5.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
70.03% |
| Volatility 6M: |
|
151.11% |
| Volatility 1Y: |
|
137.56% |
| Volatility 3Y: |
|
- |
