DZ Bank Call 300 MSFT 17.01.2025
/ DE000DJ0BJ65
DZ Bank Call 300 MSFT 17.01.2025/ DE000DJ0BJ65 /
| 2024-04-30 8:12:18 AM |
Chg.-0.57 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.93EUR |
-4.96% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
300.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ0BJ6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.22 |
| Intrinsic value: |
8.38 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
8.38 |
| Time value: |
1.50 |
| Break-even: |
380.07 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.30% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
3.23 |
| Rho: |
1.58 |
Quote data
| Open: |
10.93 |
| High: |
10.93 |
| Low: |
10.93 |
| Previous Close: |
11.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.61% |
| 1 Month |
|
|
-14.14% |
| 3 Months |
|
|
-2.76% |
| YTD |
|
|
+20.64% |
| 1 Year |
|
|
+111.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.98 |
10.93 |
| 1M High / 1M Low: |
13.42 |
10.88 |
| 6M High / 6M Low: |
13.42 |
7.54 |
| High (YTD): |
2024-04-12 |
13.42 |
| Low (YTD): |
2024-01-05 |
8.54 |
| 52W High: |
2024-04-12 |
13.42 |
| 52W Low: |
2023-05-04 |
5.22 |
| Avg. price 1W: |
|
11.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.80% |
| Volatility 6M: |
|
54.94% |
| Volatility 1Y: |
|
64.83% |
| Volatility 3Y: |
|
- |
