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DZ Bank Call 270 MSFT 21.03.2025/  DE000DJ0AUP1  /

Frankfurt Zert./DZB
2024-04-30  9:34:53 PM Chg.-0.610 Bid9:59:26 PM Ask- Underlying Strike price Expiration date Option type
13.010EUR -4.48% 12.640
Bid Size: 6,000		 -
Ask Size: -		 Microsoft Corporatio... 270.00 USD 2025-03-21 Call
 

Master data

WKN: DJ0AUP
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 2025-03-21
Issue date: 2023-03-10
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.89
Leverage: Yes

Calculated values

Fair value: 12.07
Intrinsic value: 11.19
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 11.19
Time value: 1.43
Break-even: 379.34
Moneyness: 1.44
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.05
Omega: 2.64
Rho: 1.83
 

Quote data

Open: 13.760
High: 13.760
Low: 13.010
Previous Close: 13.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.65%
1 Month
  -15.08%
3 Months
  -6.27%
YTD  
+13.62%
1 Year  
+82.47%
3 Years     -
5 Years     -
1W High / 1W Low: 14.410 13.010
1M High / 1M Low: 16.210 13.010
6M High / 6M Low: 16.210 9.970
High (YTD): 2024-04-11 16.210
Low (YTD): 2024-01-05 10.860
52W High: 2024-04-11 16.210
52W Low: 2023-05-03 7.000
Avg. price 1W:   13.782
Avg. volume 1W:   0.000
Avg. price 1M:   14.792
Avg. volume 1M:   0.000
Avg. price 6M:   13.288
Avg. volume 6M:   0.000
Avg. price 1Y:   10.959
Avg. volume 1Y:   0.000
Volatility 1M:   55.98%
Volatility 6M:   48.98%
Volatility 1Y:   57.54%
Volatility 3Y:   -