DZ Bank Call 300 MSFT 21.03.2025
/ DE000DJ0AUR7
DZ Bank Call 300 MSFT 21.03.2025/ DE000DJ0AUR7 /
6/7/2024 8:12:40 AM |
Chg.+0.14 |
Bid2:00:16 PM |
Ask2:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.83EUR |
+1.10% |
12.83 Bid Size: 3,600 |
12.85 Ask Size: 3,600 |
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: |
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): |
4/12/2024 |
13.73 |
Low (YTD): |
1/5/2024 |
8.86 |
52W High: |
4/12/2024 |
13.73 |
52W Low: |
9/27/2023 |
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: |
|
- |