DZ Bank Call 260 MSFT 17.01.2025
/ DE000DJ0AUG0
DZ Bank Call 260 MSFT 17.01.2025/ DE000DJ0AUG0 /
| 2024-04-29 8:11:41 AM |
Chg.-0.49 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.90EUR |
-3.18% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
260.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ0AUG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-03-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.33 |
| Intrinsic value: |
13.67 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
13.67 |
| Time value: |
1.34 |
| Break-even: |
392.93 |
| Moneyness: |
1.56 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.25 |
| Spread %: |
1.69% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
2.32 |
| Rho: |
1.43 |
Quote data
| Open: |
14.90 |
| High: |
14.90 |
| Low: |
14.90 |
| Previous Close: |
15.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.05% |
| 1 Month |
|
|
-7.57% |
| 3 Months |
|
|
+0.13% |
| YTD |
|
|
+24.27% |
| 1 Year |
|
|
+101.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
15.39 |
14.32 |
| 1M High / 1M Low: |
16.85 |
14.22 |
| 6M High / 6M Low: |
16.85 |
9.69 |
| High (YTD): |
2024-04-12 |
16.85 |
| Low (YTD): |
2024-01-05 |
11.48 |
| 52W High: |
2024-04-12 |
16.85 |
| 52W Low: |
2023-05-04 |
7.41 |
| Avg. price 1W: |
|
14.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
11.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
59.80% |
| Volatility 6M: |
|
44.94% |
| Volatility 1Y: |
|
54.79% |
| Volatility 3Y: |
|
- |
