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DZ Bank Call 260 MSFT 17.01.2025/  DE000DJ0AUG0  /

EUWAX
5/16/2024  8:12:38 AM Chg.+0.64 Bid8:51:14 PM Ask8:51:14 PM Underlying Strike price Expiration date Option type
16.07EUR +4.15% 15.87
Bid Size: 12,000		 -
Ask Size: -		 Microsoft Corporatio... 260.00 USD 1/17/2025 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: 1/17/2025
Issue date: 3/10/2023
Last trading day: 1/16/2025
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): 4/12/2024 16.85
Low (YTD): 1/5/2024 11.48
52W High: 4/12/2024 16.85
52W Low: 9/27/2023 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:   -