DZ Bank Call 265 MSFT 20.12.2024
/ DE000DJ0NKF6
DZ Bank Call 265 MSFT 20.12.2024/ DE000DJ0NKF6 /
2024-06-19 1:08:24 PM |
Chg.+0.110 |
Bid1:12:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
17.770EUR |
+0.62% |
- Bid Size: - |
- Ask Size: - |
Microsoft Corporatio... |
265.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
DJ0NKF |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
265.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-27 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
17.33 |
Intrinsic value: |
16.89 |
Implied volatility: |
0.51 |
Historic volatility: |
0.19 |
Parity: |
16.89 |
Time value: |
0.77 |
Break-even: |
423.37 |
Moneyness: |
1.68 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.11% |
Delta: |
0.95 |
Theta: |
-0.06 |
Omega: |
2.24 |
Rho: |
1.11 |
Quote data
Open: |
17.730 |
High: |
17.820 |
Low: |
17.720 |
Previous Close: |
17.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.71% |
1 Month |
|
|
+17.45% |
3 Months |
|
|
+14.87% |
YTD |
|
|
+55.06% |
1 Year |
|
|
+84.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
18.010 |
16.970 |
1M High / 1M Low: |
18.010 |
13.950 |
6M High / 6M Low: |
18.010 |
10.830 |
High (YTD): |
2024-06-17 |
18.010 |
Low (YTD): |
2024-01-05 |
10.830 |
52W High: |
2024-06-17 |
18.010 |
52W Low: |
2023-09-26 |
7.180 |
Avg. price 1W: |
|
17.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
15.937 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
14.422 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
11.857 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
49.65% |
Volatility 6M: |
|
48.03% |
Volatility 1Y: |
|
56.39% |
Volatility 3Y: |
|
- |