DZ Bank Call 65 MU 21.06.2024/  DE000DW61ZJ3  /

EUWAX
2024-06-19  8:27:43 AM Chg.+0.43 Bid12:44:31 PM Ask12:44:31 PM Underlying Strike price Expiration date Option type
8.37EUR +5.42% 8.45
Bid Size: 3,750
-
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: 1.73
Leverage: Yes

Calculated values

Fair value: 8.24
Intrinsic value: 8.24
Implied volatility: 5.46
Historic volatility: 0.34
Parity: 8.24
Time value: 0.02
Break-even: 143.13
Moneyness: 2.36
Premium: 0.00
Premium p.a.: 0.35
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.39
Omega: 1.71
Rho: 0.00
 

Quote data

Open: 8.37
High: 8.37
Low: 8.37
Previous Close: 7.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.44%
1 Month  
+42.83%
3 Months  
+218.25%
YTD  
+289.30%
1 Year  
+515.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.94 6.62
1M High / 1M Low: 7.94 5.59
6M High / 6M Low: 7.94 1.57
High (YTD): 2024-06-18 7.94
Low (YTD): 2024-02-20 1.57
52W High: 2024-06-18 7.94
52W Low: 2023-07-06 0.82
Avg. price 1W:   7.28
Avg. volume 1W:   0.00
Avg. price 1M:   6.28
Avg. volume 1M:   0.00
Avg. price 6M:   3.85
Avg. volume 6M:   0.00
Avg. price 1Y:   2.50
Avg. volume 1Y:   0.00
Volatility 1M:   77.71%
Volatility 6M:   124.31%
Volatility 1Y:   116.91%
Volatility 3Y:   -