DZ Bank Call 270 MSFT 17.01.2025
/ DE000DJ0BJ08
DZ Bank Call 270 MSFT 17.01.2025/ DE000DJ0BJ08 /
22/05/2024 08:13:08 |
Chg.+0.28 |
Bid10:35:52 |
Ask10:35:52 |
Underlying |
Strike price |
Expiration date |
Option type |
15.76EUR |
+1.81% |
15.73 Bid Size: 3,600 |
- Ask Size: - |
Microsoft Corporatio... |
270.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
DJ0BJ0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 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: |
2.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.27 |
Intrinsic value: |
14.65 |
Implied volatility: |
0.43 |
Historic volatility: |
0.19 |
Parity: |
14.65 |
Time value: |
1.01 |
Break-even: |
405.36 |
Moneyness: |
1.59 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.13% |
Delta: |
0.94 |
Theta: |
-0.06 |
Omega: |
2.38 |
Rho: |
1.42 |
Quote data
Open: |
15.76 |
High: |
15.76 |
Low: |
15.76 |
Previous Close: |
15.48 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.24% |
1 Month |
|
|
+17.09% |
3 Months |
|
|
+11.46% |
YTD |
|
|
+40.34% |
1 Year |
|
|
+94.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
15.48 |
14.56 |
1M High / 1M Low: |
15.48 |
13.04 |
6M High / 6M Low: |
15.99 |
10.50 |
High (YTD): |
12/04/2024 |
15.99 |
Low (YTD): |
05/01/2024 |
10.72 |
52W High: |
12/04/2024 |
15.99 |
52W Low: |
27/09/2023 |
7.13 |
Avg. price 1W: |
|
15.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
14.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
13.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
11.10 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
58.25% |
Volatility 6M: |
|
45.75% |
Volatility 1Y: |
|
55.85% |
Volatility 3Y: |
|
- |