DZ Bank Call 300 MSFT 21.03.2025
/ DE000DJ0AUR7
DZ Bank Call 300 MSFT 21.03.2025/ DE000DJ0AUR7 /
| 2024-04-30 8:12:11 AM |
Chg.-0.57 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.27EUR |
-4.81% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.27 |
| High: |
11.27 |
| Low: |
11.27 |
| Previous Close: |
11.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.24% |
| 1 Month |
|
|
-13.31% |
| 3 Months |
|
|
-2.26% |
| YTD |
|
|
+20.53% |
| 1 Year |
|
|
+107.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
12.32 |
11.27 |
| 1M High / 1M Low: |
13.73 |
11.22 |
| 6M High / 6M Low: |
13.73 |
7.88 |
| High (YTD): |
2024-04-12 |
13.73 |
| Low (YTD): |
2024-01-05 |
8.86 |
| 52W High: |
2024-04-12 |
13.73 |
| 52W Low: |
2023-05-04 |
5.47 |
| Avg. price 1W: |
|
11.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
69.93% |
| Volatility 6M: |
|
52.86% |
| Volatility 1Y: |
|
62.58% |
| Volatility 3Y: |
|
- |
