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DZ Bank Call 260 MSFT 17.01.2025/  DE000DJ0AUG0  /

Frankfurt Zert./DZB
2024-06-04  9:35:12 PM Chg.+0.220 Bid9:42:03 PM Ask- Underlying Strike price Expiration date Option type
15.070EUR +1.48% 15.140
Bid Size: 12,000		 -
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: 15.020
High: 15.100
Low: 14.700
Previous Close: 14.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.67%
1 Month  
+3.43%
3 Months
  -3.02%
YTD  
+25.90%
1 Year  
+51.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.650 14.490
1M High / 1M Low: 16.810 14.490
6M High / 6M Low: 16.840 11.240
High (YTD): 2024-04-11 16.840
Low (YTD): 2024-01-05 11.360
52W High: 2024-04-11 16.840
52W Low: 2023-09-26 7.680
Avg. price 1W:   15.558
Avg. volume 1W:   0.000
Avg. price 1M:   15.722
Avg. volume 1M:   0.000
Avg. price 6M:   14.529
Avg. volume 6M:   0.000
Avg. price 1Y:   12.079
Avg. volume 1Y:   0.000
Volatility 1M:   44.11%
Volatility 6M:   47.55%
Volatility 1Y:   55.45%
Volatility 3Y:   -