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DZ Bank Call 270 MSFT 17.01.2025/  DE000DJ0AUH8  /

Frankfurt Zert./DZB
2024-05-22  4:34:40 PM Chg.+0.260 Bid4:52:59 PM Ask- Underlying Strike price Expiration date Option type
15.920EUR +1.66% 15.900
Bid Size: 9,000		 -
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: 2.52
Leverage: Yes

Calculated values

Fair value: 15.27
Intrinsic value: 14.65
Implied volatility: 0.43
Historic volatility: 0.19
Parity: 14.65
Time value: 1.01
Break-even: 405.36
Moneyness: 1.59
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.13%
Delta: 0.94
Theta: -0.06
Omega: 2.38
Rho: 1.42
 

Quote data

Open: 15.560
High: 15.920
Low: 15.560
Previous Close: 15.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.22%
1 Month  
+17.75%
3 Months  
+10.40%
YTD  
+42.02%
1 Year  
+96.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.660 14.810
1M High / 1M Low: 15.660 12.740
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:   15.160
Avg. volume 1W:   0.000
Avg. price 1M:   14.169
Avg. volume 1M:   0.000
Avg. price 6M:   13.470
Avg. volume 6M:   0.000
Avg. price 1Y:   11.086
Avg. volume 1Y:   0.000
Volatility 1M:   54.72%
Volatility 6M:   48.28%
Volatility 1Y:   58.88%
Volatility 3Y:   -