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DZ Bank Call 275 MSFT 17.01.2025/  DE000DJ0AUJ4  /

Frankfurt Zert./DZB
2024-05-22  4:34:57 PM Chg.+0.270 Bid4:55:36 PM Ask- Underlying Strike price Expiration date Option type
15.480EUR +1.78% 15.450
Bid Size: 9,000		 -
Ask Size: -		 Microsoft Corporatio... 275.00 USD 2025-01-17 Call
 

Master data

WKN: DJ0AUJ
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: 2.60
Leverage: Yes

Calculated values

Fair value: 14.82
Intrinsic value: 14.19
Implied volatility: 0.41
Historic volatility: 0.19
Parity: 14.19
Time value: 1.00
Break-even: 405.26
Moneyness: 1.56
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.05
Omega: 2.45
Rho: 1.45
 

Quote data

Open: 15.130
High: 15.500
Low: 15.130
Previous Close: 15.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.31%
1 Month  
+18.26%
3 Months  
+10.57%
YTD  
+42.80%
1 Year  
+97.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.210 14.380
1M High / 1M Low: 15.210 12.310
6M High / 6M Low: 15.540 10.120
High (YTD): 2024-04-11 15.540
Low (YTD): 2024-01-05 10.230
52W High: 2024-04-11 15.540
52W Low: 2023-09-26 6.730
Avg. price 1W:   14.724
Avg. volume 1W:   0.000
Avg. price 1M:   13.734
Avg. volume 1M:   0.000
Avg. price 6M:   13.060
Avg. volume 6M:   0.000
Avg. price 1Y:   10.716
Avg. volume 1Y:   0.000
Volatility 1M:   56.28%
Volatility 6M:   49.53%
Volatility 1Y:   60.28%
Volatility 3Y:   -