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DZ Bank Call 250 MSFT 20.12.2024/  DE000DJ0AT98  /

Frankfurt Zert./DZB
2024-06-04  1:34:51 PM Chg.+0.050 Bid1:55:36 PM Ask- Underlying Strike price Expiration date Option type
15.660EUR +0.32% 15.690
Bid Size: 3,600		 -
Ask Size: -		 Microsoft Corporatio... 250.00 USD 2024-12-20 Call
 

Master data

WKN: DJ0AT9
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.43
Leverage: Yes

Calculated values

Fair value: 15.45
Intrinsic value: 14.99
Implied volatility: 0.41
Historic volatility: 0.19
Parity: 14.99
Time value: 0.62
Break-even: 385.30
Moneyness: 1.65
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: -0.13
Spread %: -0.83%
Delta: 0.97
Theta: -0.04
Omega: 2.35
Rho: 1.15
 

Quote data

Open: 15.780
High: 15.810
Low: 15.600
Previous Close: 15.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.32%
1 Month  
+2.22%
3 Months
  -3.75%
YTD  
+24.09%
1 Year  
+48.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.410 15.260
1M High / 1M Low: 17.580 15.260
6M High / 6M Low: 17.590 11.890
High (YTD): 2024-04-11 17.590
Low (YTD): 2024-01-05 12.010
52W High: 2024-04-11 17.590
52W Low: 2023-09-26 8.180
Avg. price 1W:   16.322
Avg. volume 1W:   0.000
Avg. price 1M:   16.488
Avg. volume 1M:   0.000
Avg. price 6M:   15.254
Avg. volume 6M:   0.000
Avg. price 1Y:   12.722
Avg. volume 1Y:   0.000
Volatility 1M:   42.06%
Volatility 6M:   45.51%
Volatility 1Y:   53.47%
Volatility 3Y:   -