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DZ Bank Call 300 MSFT 21.03.2025/  DE000DJ0AUR7  /

EUWAX
07/06/2024  08:12:40 Chg.+0.14 Bid11:20:31 Ask11:20:31 Underlying Strike price Expiration date Option type
12.83EUR +1.10% 12.77
Bid Size: 3,600		 12.80
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: 3.04
Leverage: Yes

Calculated values

Fair value: 12.24
Intrinsic value: 11.43
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 11.43
Time value: 1.40
Break-even: 403.74
Moneyness: 1.42
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.16%
Delta: 0.91
Theta: -0.06
Omega: 2.76
Rho: 1.78
 

Quote data

Open: 12.83
High: 12.83
Low: 12.83
Previous Close: 12.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.95%
1 Month  
+5.68%
3 Months  
+10.22%
YTD  
+37.22%
1 Year  
+89.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.69 11.90
1M High / 1M Low: 13.70 11.76
6M High / 6M Low: 13.73 8.65
High (YTD): 12/04/2024 13.73
Low (YTD): 05/01/2024 8.86
52W High: 12/04/2024 13.73
52W Low: 27/09/2023 5.68
Avg. price 1W:   12.21
Avg. volume 1W:   0.00
Avg. price 1M:   12.65
Avg. volume 1M:   0.00
Avg. price 6M:   11.70
Avg. volume 6M:   0.00
Avg. price 1Y:   9.55
Avg. volume 1Y:   0.00
Volatility 1M:   47.16%
Volatility 6M:   52.35%
Volatility 1Y:   60.27%
Volatility 3Y:   -