DZ Bank Call 300 MSFT 21.03.2025
/ DE000DJ0AUR7
DZ Bank Call 300 MSFT 21.03.2025/ DE000DJ0AUR7 /
5/22/2024 7:34:36 PM |
Chg.+0.090 |
Bid7:36:42 PM |
Ask7:36:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.460EUR |
+0.67% |
13.430 Bid Size: 12,000 |
13.450 Ask Size: 12,000 |
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: |
2.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.77 |
Intrinsic value: |
11.89 |
Implied volatility: |
0.36 |
Historic volatility: |
0.19 |
Parity: |
11.89 |
Time value: |
1.48 |
Break-even: |
410.10 |
Moneyness: |
1.43 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.07% |
Delta: |
0.91 |
Theta: |
-0.06 |
Omega: |
2.69 |
Rho: |
1.88 |
Quote data
Open: |
13.280 |
High: |
13.610 |
Low: |
13.280 |
Previous Close: |
13.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.67% |
1 Month |
|
|
+18.49% |
3 Months |
|
|
+9.79% |
YTD |
|
|
+44.27% |
1 Year |
|
|
+103.02% |
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): |
4/11/2024 |
13.710 |
Low (YTD): |
1/5/2024 |
8.750 |
52W High: |
4/11/2024 |
13.710 |
52W Low: |
9/26/2023 |
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: |
|
- |