DZ Bank Call 300 MSFT 21.03.2025
/ DE000DJ0AUR7
DZ Bank Call 300 MSFT 21.03.2025/ DE000DJ0AUR7 /
6/14/2024 9:34:35 PM |
Chg.+0.150 |
Bid9:59:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
14.620EUR |
+1.04% |
14.670 Bid Size: 6,000 |
- Ask Size: - |
Microsoft Corporatio... |
300.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
DJ0AUR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
3/10/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.09 |
Intrinsic value: |
13.32 |
Implied volatility: |
0.39 |
Historic volatility: |
0.19 |
Parity: |
13.32 |
Time value: |
1.35 |
Break-even: |
426.95 |
Moneyness: |
1.48 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.92 |
Theta: |
-0.06 |
Omega: |
2.59 |
Rho: |
1.78 |
Quote data
Open: |
14.530 |
High: |
14.680 |
Low: |
14.230 |
Previous Close: |
14.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.25% |
1 Month |
|
|
+13.69% |
3 Months |
|
|
+16.59% |
YTD |
|
|
+56.70% |
1 Year |
|
|
+73.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.620 |
13.160 |
1M High / 1M Low: |
14.620 |
11.390 |
6M High / 6M Low: |
14.620 |
8.750 |
High (YTD): |
6/14/2024 |
14.620 |
Low (YTD): |
1/5/2024 |
8.750 |
52W High: |
6/14/2024 |
14.620 |
52W Low: |
9/26/2023 |
5.630 |
Avg. price 1W: |
|
14.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.866 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.680 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
55.48% |
Volatility 6M: |
|
54.36% |
Volatility 1Y: |
|
62.95% |
Volatility 3Y: |
|
- |