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DZ Bank Call 275 MSFT 17.01.2025/  DE000DJ0AUJ4  /

EUWAX
2024-05-15  8:12:29 AM Chg.+0.19 Bid9:32:30 PM Ask9:32:30 PM Underlying Strike price Expiration date Option type
14.13EUR +1.36% 14.70
Bid Size: 12,000		 -
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: 2.73
Leverage: Yes

Calculated values

Fair value: 13.74
Intrinsic value: 13.09
Implied volatility: 0.38
Historic volatility: 0.19
Parity: 13.09
Time value: 1.01
Break-even: 395.30
Moneyness: 1.51
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.05
Omega: 2.57
Rho: 1.50
 

Quote data

Open: 14.13
High: 14.13
Low: 14.13
Previous Close: 13.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.74%
1 Month
  -6.73%
3 Months  
+0.43%
YTD  
+30.11%
1 Year  
+106.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.39 13.56
1M High / 1M Low: 15.15 12.61
6M High / 6M Low: 15.56 10.12
High (YTD): 2024-04-12 15.56
Low (YTD): 2024-01-05 10.35
52W High: 2024-04-12 15.56
52W Low: 2023-09-27 6.83
Avg. price 1W:   13.88
Avg. volume 1W:   0.00
Avg. price 1M:   13.66
Avg. volume 1M:   0.00
Avg. price 6M:   12.96
Avg. volume 6M:   0.00
Avg. price 1Y:   10.59
Avg. volume 1Y:   0.00
Volatility 1M:   68.80%
Volatility 6M:   48.65%
Volatility 1Y:   57.51%
Volatility 3Y:   -