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DZ Bank Call 270 MSFT 17.01.2025/  DE000DJ0AUH8  /

Frankfurt Zert./DZB
2024-05-15  8:34:35 PM Chg.+0.550 Bid8:55:16 PM Ask- Underlying Strike price Expiration date Option type
15.110EUR +3.78% 15.110
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: 2.65
Leverage: Yes

Calculated values

Fair value: 14.19
Intrinsic value: 13.55
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 13.55
Time value: 0.98
Break-even: 394.98
Moneyness: 1.54
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.05
Omega: 2.50
Rho: 1.48
 

Quote data

Open: 14.540
High: 15.110
Low: 14.460
Previous Close: 14.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.09%
1 Month  
+2.09%
3 Months  
+7.47%
YTD  
+34.79%
1 Year  
+110.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.560 14.110
1M High / 1M Low: 14.930 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:   14.328
Avg. volume 1W:   0.000
Avg. price 1M:   13.970
Avg. volume 1M:   0.000
Avg. price 6M:   13.322
Avg. volume 6M:   0.000
Avg. price 1Y:   10.939
Avg. volume 1Y:   0.000
Volatility 1M:   56.66%
Volatility 6M:   50.12%
Volatility 1Y:   59.00%
Volatility 3Y:   -