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DZ Bank Call 270 MSFT 17.01.2025/  DE000DJ0AUH8  /

EUWAX
2024-05-22  8:13:01 AM Chg.+0.28 Bid10:48:43 AM Ask10:48:43 AM Underlying Strike price Expiration date Option type
15.76EUR +1.81% 15.73
Bid Size: 3,600		 -
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: 15.76
High: 15.76
Low: 15.76
Previous Close: 15.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.24%
1 Month  
+17.09%
3 Months  
+11.22%
YTD  
+40.34%
1 Year  
+94.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.48 14.56
1M High / 1M Low: 15.48 13.04
6M High / 6M Low: 15.99 10.49
High (YTD): 2024-04-12 15.99
Low (YTD): 2024-01-05 10.72
52W High: 2024-04-12 15.99
52W Low: 2023-09-27 7.13
Avg. price 1W:   15.04
Avg. volume 1W:   0.00
Avg. price 1M:   14.19
Avg. volume 1M:   0.00
Avg. price 6M:   13.51
Avg. volume 6M:   0.00
Avg. price 1Y:   11.10
Avg. volume 1Y:   .63
Volatility 1M:   58.25%
Volatility 6M:   46.02%
Volatility 1Y:   56.06%
Volatility 3Y:   -