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DZ Bank Call 270 MSFT 17.01.2025/  DE000DJ0AUH8  /

Frankfurt Zert./DZB
2024-06-04  6:04:27 PM Chg.+0.070 Bid6:30:17 PM Ask- Underlying Strike price Expiration date Option type
14.050EUR +0.50% 14.030
Bid Size: 12,000		 -
Ask Size: -		 Microsoft Corporatio... 270.00 USD 2025-01-17 Call
 

Master data

WKN: DJ0AUH
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 270.00 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: 2.71
Leverage: Yes

Calculated values

Fair value: 13.73
Intrinsic value: 13.16
Implied volatility: 0.38
Historic volatility: 0.19
Parity: 13.16
Time value: 0.82
Break-even: 387.34
Moneyness: 1.53
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: -0.13
Spread %: -0.92%
Delta: 0.95
Theta: -0.05
Omega: 2.58
Rho: 1.37
 

Quote data

Open: 14.150
High: 14.170
Low: 13.830
Previous Close: 13.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.11%
1 Month  
+2.55%
3 Months
  -4.42%
YTD  
+25.33%
1 Year  
+51.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.770 13.630
1M High / 1M Low: 15.930 13.630
6M High / 6M Low: 15.970 10.490
High (YTD): 2024-04-11 15.970
Low (YTD): 2024-01-05 10.600
52W High: 2024-04-11 15.970
52W Low: 2023-09-26 7.040
Avg. price 1W:   14.688
Avg. volume 1W:   0.000
Avg. price 1M:   14.853
Avg. volume 1M:   0.000
Avg. price 6M:   13.697
Avg. volume 6M:   0.000
Avg. price 1Y:   11.322
Avg. volume 1Y:   0.000
Volatility 1M:   46.36%
Volatility 6M:   50.06%
Volatility 1Y:   58.22%
Volatility 3Y:   -