DZ Bank Call 260 MSFT 17.01.2025
/ DE000DJ0AUG0
DZ Bank Call 260 MSFT 17.01.2025/ DE000DJ0AUG0 /
16/05/2024 08:12:38 |
Chg.+0.64 |
Bid15:16:18 |
Ask15:16:18 |
Underlying |
Strike price |
Expiration date |
Option type |
16.07EUR |
+4.15% |
15.89 Bid Size: 3,600 |
- Ask Size: - |
Microsoft Corporatio... |
260.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
10/03/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.59 |
Intrinsic value: |
14.98 |
Implied volatility: |
0.44 |
Historic volatility: |
0.19 |
Parity: |
14.98 |
Time value: |
0.98 |
Break-even: |
398.39 |
Moneyness: |
1.63 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.05 |
Omega: |
2.30 |
Rho: |
1.40 |
Quote data
Open: |
16.07 |
High: |
16.07 |
Low: |
16.07 |
Previous Close: |
15.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.14% |
1 Month |
|
|
+3.21% |
3 Months |
|
|
+6.64% |
YTD |
|
|
+34.03% |
1 Year |
|
|
+99.63% |
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): |
12/04/2024 |
16.85 |
Low (YTD): |
05/01/2024 |
11.48 |
52W High: |
12/04/2024 |
16.85 |
52W Low: |
27/09/2023 |
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: |
|
- |