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DZ Bank Call 300 MSFT 21.03.2025/  DE000DJ0AUR7  /

Frankfurt Zert./DZB
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:   -