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DZ Bank Call 275 MSFT 17.01.2025/  DE000DJ0AUJ4  /

EUWAX
6/4/2024  8:13:17 AM Chg.-0.27 Bid2:20:36 PM Ask2:20:36 PM Underlying Strike price Expiration date Option type
13.74EUR -1.93% 13.57
Bid Size: 3,600		 -
Ask Size: -		 Microsoft Corporatio... 275.00 USD 1/17/2025 Call
 

Master data

WKN: DJ0AUJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 275.00 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: 2.80
Leverage: Yes

Calculated values

Fair value: 13.28
Intrinsic value: 12.70
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 12.70
Time value: 0.85
Break-even: 387.62
Moneyness: 1.50
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: -0.13
Spread %: -0.95%
Delta: 0.95
Theta: -0.05
Omega: 2.65
Rho: 1.39
 

Quote data

Open: 13.74
High: 13.74
Low: 13.74
Previous Close: 14.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.43%
1 Month  
+8.45%
3 Months
  -4.05%
YTD  
+26.52%
1 Year  
+55.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.34 13.94
1M High / 1M Low: 15.57 13.39
6M High / 6M Low: 15.57 10.12
High (YTD): 5/23/2024 15.57
Low (YTD): 1/5/2024 10.35
52W High: 5/23/2024 15.57
52W Low: 9/27/2023 6.83
Avg. price 1W:   14.67
Avg. volume 1W:   0.00
Avg. price 1M:   14.50
Avg. volume 1M:   0.00
Avg. price 6M:   13.34
Avg. volume 6M:   0.00
Avg. price 1Y:   10.98
Avg. volume 1Y:   0.00
Volatility 1M:   44.39%
Volatility 6M:   47.72%
Volatility 1Y:   56.06%
Volatility 3Y:   -