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DZ Bank Call 300 MSFT 21.03.2025/  DE000DJ0AUR7  /

Frankfurt Zert./DZB
2024-05-21  9:34:42 PM Chg.+0.390 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
13.370EUR +3.00% 13.360
Bid Size: 6,000		 13.370
Ask Size: 6,000		 Microsoft Corporatio... 300.00 USD 2025-03-21 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: 2025-03-21
Issue date: 2023-03-10
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 12.43
Intrinsic value: 11.54
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 11.54
Time value: 1.47
Break-even: 406.33
Moneyness: 1.42
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.15%
Delta: 0.91
Theta: -0.06
Omega: 2.74
Rho: 1.88
 

Quote data

Open: 13.030
High: 13.570
Low: 13.030
Previous Close: 12.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.97%
1 Month  
+17.69%
3 Months  
+9.05%
YTD  
+43.30%
1 Year  
+101.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.370 12.550
1M High / 1M Low: 13.370 10.610
6M High / 6M Low: 13.710 8.650
High (YTD): 2024-04-11 13.710
Low (YTD): 2024-01-05 8.750
52W High: 2024-04-11 13.710
52W Low: 2023-09-26 5.630
Avg. price 1W:   12.888
Avg. volume 1W:   0.000
Avg. price 1M:   11.947
Avg. volume 1M:   0.000
Avg. price 6M:   11.371
Avg. volume 6M:   0.000
Avg. price 1Y:   9.264
Avg. volume 1Y:   0.000
Volatility 1M:   60.45%
Volatility 6M:   52.93%
Volatility 1Y:   65.25%
Volatility 3Y:   -