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DZ Bank Call 275 MSFT 17.01.2025/  DE000DJ0BJ16  /

EUWAX
2024-05-22  8:13:08 AM Chg.+0.28 Bid9:31:18 AM Ask9:31:18 AM Underlying Strike price Expiration date Option type
15.32EUR +1.86% 15.14
Bid Size: 4,800		 -
Ask Size: -		 Microsoft Corporatio... 275.00 USD 2025-01-17 Call
 

Master data

WKN: DJ0BJ1
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 275.00 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: 2.64
Leverage: Yes

Calculated values

Fair value: 14.47
Intrinsic value: 13.84
Implied volatility: 0.40
Historic volatility: 0.19
Parity: 13.84
Time value: 0.98
Break-even: 401.41
Moneyness: 1.55
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: -0.01
Spread %: -0.07%
Delta: 0.94
Theta: -0.05
Omega: 2.49
Rho: 1.46
 

Quote data

Open: 15.32
High: 15.32
Low: 15.32
Previous Close: 15.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.42%
1 Month  
+17.48%
3 Months  
+11.58%
YTD  
+41.07%
1 Year  
+95.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.04 14.13
1M High / 1M Low: 15.04 12.61
6M High / 6M Low: 15.56 10.12
High (YTD): 2024-04-12 15.56
Low (YTD): 2024-01-05 10.34
52W High: 2024-04-12 15.56
52W Low: 2023-09-27 6.83
Avg. price 1W:   14.61
Avg. volume 1W:   0.00
Avg. price 1M:   13.76
Avg. volume 1M:   0.00
Avg. price 6M:   13.10
Avg. volume 6M:   0.00
Avg. price 1Y:   10.73
Avg. volume 1Y:   0.00
Volatility 1M:   59.73%
Volatility 6M:   47.04%
Volatility 1Y:   57.29%
Volatility 3Y:   -