DZ Bank Call 58 MU 21.06.2024/  DE000DW61ZE4  /

EUWAX
6/18/2024  8:28:11 AM Chg.+0.70 Bid6:30:40 PM Ask6:30:40 PM Underlying Strike price Expiration date Option type
8.60EUR +8.86% 8.96
Bid Size: 15,000
-
Ask Size: -
Micron Technology In... 58.00 USD 6/21/2024 Call
 

Master data

WKN: DW61ZE
Issuer: DZ Bank AG
Currency: EUR
Underlying: Micron Technology Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 6/21/2024
Issue date: 10/31/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.64
Leverage: Yes

Calculated values

Fair value: 8.37
Intrinsic value: 8.36
Implied volatility: 4.56
Historic volatility: 0.34
Parity: 8.36
Time value: 0.02
Break-even: 137.80
Moneyness: 2.55
Premium: 0.00
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.18
Omega: 1.63
Rho: 0.00
 

Quote data

Open: 8.60
High: 8.60
Low: 8.60
Previous Close: 7.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.44%
1 Month  
+32.31%
3 Months  
+140.90%
YTD  
+218.52%
1 Year  
+405.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.10 7.20
1M High / 1M Low: 8.10 6.24
6M High / 6M Low: 8.10 2.11
High (YTD): 6/14/2024 8.10
Low (YTD): 2/19/2024 2.11
52W High: 6/14/2024 8.10
52W Low: 7/6/2023 1.12
Avg. price 1W:   7.66
Avg. volume 1W:   0.00
Avg. price 1M:   6.84
Avg. volume 1M:   0.00
Avg. price 6M:   4.41
Avg. volume 6M:   0.00
Avg. price 1Y:   2.99
Avg. volume 1Y:   0.00
Volatility 1M:   66.44%
Volatility 6M:   105.08%
Volatility 1Y:   99.26%
Volatility 3Y:   -