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DZ Bank Call 260 MSFT 17.01.2025/  DE000DJ0AUG0  /

EUWAX
2024-06-05  8:12:58 AM Chg.+0.33 Bid8:59:18 AM Ask8:58:51 AM Underlying Strike price Expiration date Option type
15.37EUR +2.19% 15.35
Bid Size: 4,800		 -
Ask Size: -		 Microsoft Corporatio... 260.00 USD 2025-01-17 Call
 

Master data

WKN: DJ0AUG
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 260.00 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: 2.48
Leverage: Yes

Calculated values

Fair value: 14.62
Intrinsic value: 14.07
Implied volatility: 0.52
Historic volatility: 0.19
Parity: 14.07
Time value: 1.24
Break-even: 391.47
Moneyness: 1.59
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.33
Spread %: 2.20%
Delta: 0.92
Theta: -0.07
Omega: 2.27
Rho: 1.21
 

Quote data

Open: 15.37
High: 15.37
Low: 15.37
Previous Close: 15.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.85%
1 Month  
+10.02%
3 Months  
+0.20%
YTD  
+28.19%
1 Year  
+52.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.50 15.04
1M High / 1M Low: 16.88 14.69
6M High / 6M Low: 16.88 11.24
High (YTD): 2024-05-23 16.88
Low (YTD): 2024-01-05 11.48
52W High: 2024-05-23 16.88
52W Low: 2023-09-27 7.78
Avg. price 1W:   15.66
Avg. volume 1W:   0.00
Avg. price 1M:   15.77
Avg. volume 1M:   0.00
Avg. price 6M:   14.61
Avg. volume 6M:   0.00
Avg. price 1Y:   12.12
Avg. volume 1Y:   0.00
Volatility 1M:   40.43%
Volatility 6M:   44.03%
Volatility 1Y:   53.57%
Volatility 3Y:   -