DZ Bank Call 82 MU 21.06.2024/  DE000DJ0W6C6  /

Frankfurt Zert./DZB
2024-06-07  9:34:48 PM Chg.+0.080 Bid9:58:25 PM Ask- Underlying Strike price Expiration date Option type
4.560EUR +1.79% -
Bid Size: -
-
Ask Size: -
Micron Technology In... 82.00 USD 2024-06-21 Call
 

Master data

WKN: DJ0W6C
Issuer: DZ Bank AG
Currency: EUR
Underlying: Micron Technology Inc
Type: Warrant
Option type: Call
Strike price: 82.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 4.54
Intrinsic value: 4.53
Implied volatility: 1.25
Historic volatility: 0.33
Parity: 4.53
Time value: 0.03
Break-even: 121.52
Moneyness: 1.60
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.05
Omega: 2.61
Rho: 0.03
 

Quote data

Open: 4.480
High: 4.700
Low: 4.420
Previous Close: 4.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.13%
1 Month  
+29.55%
3 Months  
+151.93%
YTD  
+330.19%
1 Year  
+686.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.710 4.080
1M High / 1M Low: 4.710 3.430
6M High / 6M Low: 4.710 0.550
High (YTD): 2024-06-05 4.710
Low (YTD): 2024-02-19 0.610
52W High: 2024-06-05 4.710
52W Low: 2023-10-26 0.340
Avg. price 1W:   4.410
Avg. volume 1W:   0.000
Avg. price 1M:   4.185
Avg. volume 1M:   0.000
Avg. price 6M:   2.221
Avg. volume 6M:   0.000
Avg. price 1Y:   1.358
Avg. volume 1Y:   0.000
Volatility 1M:   102.22%
Volatility 6M:   199.53%
Volatility 1Y:   173.94%
Volatility 3Y:   -