DZ Bank Call 300 MSFT 21.03.2025
/ DE000DJ0AUR7
DZ Bank Call 300 MSFT 21.03.2025/ DE000DJ0AUR7 /
22/05/2024 12:51:59 |
Chg.+0.28 |
Bid20:01:33 |
Ask20:01:33 |
Underlying |
Strike price |
Expiration date |
Option type |
13.48EUR |
+2.12% |
13.37 Bid Size: 12,000 |
13.39 Ask Size: 12,000 |
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: |
13.48 |
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): |
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: |
|
12.78 |
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: |
|
- |