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DZ Bank Call 270 MSFT 21.03.2025/  DE000DJ0AUP1  /

Frankfurt Zert./DZB
2024-05-22  10:35:25 AM Chg.+0.100 Bid10:46:12 AM Ask- Underlying Strike price Expiration date Option type
16.010EUR +0.63% 16.000
Bid Size: 3,600		 -
Ask Size: -		 Microsoft Corporatio... 270.00 USD 2025-03-21 Call
 

Master data

WKN: DJ0AUP
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 2025-03-21
Issue date: 2023-03-10
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 15.43
Intrinsic value: 14.65
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 14.65
Time value: 1.08
Break-even: 406.06
Moneyness: 1.59
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: -0.17
Spread %: -1.07%
Delta: 0.95
Theta: -0.04
Omega: 2.39
Rho: 1.82
 

Quote data

Open: 15.830
High: 16.010
Low: 15.830
Previous Close: 15.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.10%
1 Month  
+16.18%
3 Months  
+9.28%
YTD  
+39.83%
1 Year  
+91.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.910 15.070
1M High / 1M Low: 15.910 13.010
6M High / 6M Low: 16.210 10.730
High (YTD): 2024-04-11 16.210
Low (YTD): 2024-01-05 10.860
52W High: 2024-04-11 16.210
52W Low: 2023-09-26 7.350
Avg. price 1W:   15.412
Avg. volume 1W:   0.000
Avg. price 1M:   14.422
Avg. volume 1M:   0.000
Avg. price 6M:   13.710
Avg. volume 6M:   0.000
Avg. price 1Y:   11.354
Avg. volume 1Y:   0.000
Volatility 1M:   53.01%
Volatility 6M:   46.94%
Volatility 1Y:   56.96%
Volatility 3Y:   -