DZ Bank Call 300 MSFT 21.03.2025
/ DE000DJ0AUR7
DZ Bank Call 300 MSFT 21.03.2025/ DE000DJ0AUR7 /
2024-04-30 9:34:37 PM |
Chg.-0.580 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.610EUR |
-5.18% |
10.210 Bid Size: 6,000 |
10.240 Ask Size: 6,000 |
Microsoft Corporatio... |
300.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
DJ0AUR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 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: |
3.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.45 |
Intrinsic value: |
8.38 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
8.38 |
Time value: |
1.86 |
Break-even: |
383.67 |
Moneyness: |
1.30 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
0.29% |
Delta: |
0.86 |
Theta: |
-0.06 |
Omega: |
3.08 |
Rho: |
1.89 |
Quote data
Open: |
11.320 |
High: |
11.320 |
Low: |
10.610 |
Previous Close: |
11.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.21% |
1 Month |
|
|
-17.56% |
3 Months |
|
|
-8.06% |
YTD |
|
|
+13.72% |
1 Year |
|
|
+91.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
11.950 |
10.610 |
1M High / 1M Low: |
13.710 |
10.610 |
6M High / 6M Low: |
13.710 |
7.960 |
High (YTD): |
2024-04-11 |
13.710 |
Low (YTD): |
2024-01-05 |
8.750 |
52W High: |
2024-04-11 |
13.710 |
52W Low: |
2023-05-03 |
5.420 |
Avg. price 1W: |
|
11.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.344 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.995 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.917 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
63.67% |
Volatility 6M: |
|
55.53% |
Volatility 1Y: |
|
66.01% |
Volatility 3Y: |
|
- |