DZ Bank Call 65 MU 21.06.2024/  DE000DW61ZJ3  /

EUWAX
2024-06-14  8:34:41 AM Chg.+0.28 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
7.45EUR +3.91% -
Bid Size: -
-
Ask Size: -
Micron Technology In... 65.00 USD 2024-06-21 Call
 

Master data

WKN: DW61ZJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: Micron Technology Inc
Type: Warrant
Option type: Call
Strike price: 65.00 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: 1.83
Leverage: Yes

Calculated values

Fair value: 7.14
Intrinsic value: 7.13
Implied volatility: 3.56
Historic volatility: 0.34
Parity: 7.13
Time value: 0.08
Break-even: 132.82
Moneyness: 2.17
Premium: 0.01
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 0.84%
Delta: 0.97
Theta: -0.32
Omega: 1.78
Rho: 0.01
 

Quote data

Open: 7.45
High: 7.45
Low: 7.45
Previous Close: 7.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.55%
1 Month  
+33.27%
3 Months  
+184.35%
YTD  
+246.51%
1 Year  
+447.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.45 6.19
1M High / 1M Low: 7.45 5.59
6M High / 6M Low: 7.45 1.57
High (YTD): 2024-06-14 7.45
Low (YTD): 2024-02-20 1.57
52W High: 2024-06-14 7.45
52W Low: 2023-07-06 0.82
Avg. price 1W:   6.80
Avg. volume 1W:   0.00
Avg. price 1M:   6.10
Avg. volume 1M:   0.00
Avg. price 6M:   3.76
Avg. volume 6M:   0.00
Avg. price 1Y:   2.46
Avg. volume 1Y:   0.00
Volatility 1M:   70.79%
Volatility 6M:   123.74%
Volatility 1Y:   116.59%
Volatility 3Y:   -