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DZ Bank Call 300 MSFT 21.03.2025/  DE000DJ0AUR7  /

Frankfurt Zert./DZB
22/05/2024  10:35:00 Chg.+0.080 Bid10:35:41 Ask10:35:41 Underlying Strike price Expiration date Option type
13.450EUR +0.60% 13.440
Bid Size: 3,600		 13.470
Ask Size: 3,600		 Microsoft Corporatio... 300.00 USD 21/03/2025 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: 21/03/2025
Issue date: 10/03/2023
Last trading day: 20/03/2025
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: 13.450
Low: 13.280
Previous Close: 13.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.59%
1 Month  
+18.40%
3 Months  
+9.71%
YTD  
+44.16%
1 Year  
+102.87%
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): 11/04/2024 13.710
Low (YTD): 05/01/2024 8.750
52W High: 11/04/2024 13.710
52W Low: 26/09/2023 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:   -