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DZ Bank Call 260 MSFT 17.01.2025/  DE000DJ0AUG0  /

EUWAX
2024-05-15  8:12:29 AM Chg.+0.19 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
15.43EUR +1.25% -
Bid Size: -		 -
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: 2.53
Leverage: Yes

Calculated values

Fair value: 15.09
Intrinsic value: 14.48
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 14.48
Time value: 0.76
Break-even: 392.83
Moneyness: 1.60
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: -0.16
Spread %: -1.04%
Delta: 0.97
Theta: -0.04
Omega: 2.45
Rho: 1.50
 

Quote data

Open: 15.43
High: 15.43
Low: 15.43
Previous Close: 15.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.84%
1 Month
  -0.90%
3 Months  
+2.39%
YTD  
+28.69%
1 Year  
+91.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.69 14.86
1M High / 1M Low: 15.69 13.90
6M High / 6M Low: 16.85 11.24
High (YTD): 2024-04-12 16.85
Low (YTD): 2024-01-05 11.48
52W High: 2024-04-12 16.85
52W Low: 2023-09-27 7.78
Avg. price 1W:   15.28
Avg. volume 1W:   0.00
Avg. price 1M:   14.91
Avg. volume 1M:   0.00
Avg. price 6M:   14.21
Avg. volume 6M:   0.00
Avg. price 1Y:   11.74
Avg. volume 1Y:   0.00
Volatility 1M:   60.56%
Volatility 6M:   44.36%
Volatility 1Y:   54.87%
Volatility 3Y:   -