DZ Bank Call 270 MSFT 21.03.2025
/ DE000DJ0AUP1
DZ Bank Call 270 MSFT 21.03.2025/ DE000DJ0AUP1 /
22/05/2024 18:04:59 |
Chg.+0.130 |
Bid18:32:49 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
16.040EUR |
+0.82% |
15.920 Bid Size: 12,000 |
- Ask Size: - |
Microsoft Corporatio... |
270.00 USD |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
10/03/2023 |
Last trading day: |
20/03/2025 |
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: |
16.170 |
Low: |
15.830 |
Previous Close: |
15.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.29% |
1 Month |
|
|
+16.40% |
3 Months |
|
|
+9.49% |
YTD |
|
|
+40.09% |
1 Year |
|
|
+92.10% |
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): |
11/04/2024 |
16.210 |
Low (YTD): |
05/01/2024 |
10.860 |
52W High: |
11/04/2024 |
16.210 |
52W Low: |
26/09/2023 |
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: |
|
- |