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DZ Bank Call 300 MSFT 21.03.2025/  DE000DJ0AUR7  /

EUWAX
2024-05-22  12:51:59 PM Chg.+0.28 Bid6:16:38 PM Ask6:16:38 PM Underlying Strike price Expiration date Option type
13.48EUR +2.12% 13.52
Bid Size: 12,000		 13.53
Ask Size: 12,000		 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: 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: 13.48
High: 13.48
Low: 13.48
Previous Close: 13.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.50%
1 Month  
+18.98%
3 Months  
+12.05%
YTD  
+44.17%
1 Year  
+103.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.20 12.31
1M High / 1M Low: 13.20 10.88
6M High / 6M Low: 13.73 8.65
High (YTD): 2024-04-12 13.73
Low (YTD): 2024-01-05 8.86
52W High: 2024-04-12 13.73
52W Low: 2023-09-27 5.68
Avg. price 1W:   12.78
Avg. volume 1W:   0.00
Avg. price 1M:   11.97
Avg. volume 1M:   0.00
Avg. price 6M:   11.41
Avg. volume 6M:   0.00
Avg. price 1Y:   9.28
Avg. volume 1Y:   0.00
Volatility 1M:   65.40%
Volatility 6M:   51.39%
Volatility 1Y:   62.67%
Volatility 3Y:   -