DZ Bank Call 375 MSFT 21.06.2024
/ DE000DJ3F7A6
DZ Bank Call 375 MSFT 21.06.2024/ DE000DJ3F7A6 /
| 2024-06-19 8:25:06 AM |
Chg.-0.10 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.76EUR |
-1.46% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
375.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3F7A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.65 |
| Intrinsic value: |
6.64 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.19 |
| Parity: |
6.64 |
| Time value: |
0.05 |
| Break-even: |
416.10 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.97 |
| Theta: |
-0.62 |
| Omega: |
6.05 |
| Rho: |
0.02 |
Quote data
| Open: |
6.76 |
| High: |
6.76 |
| Low: |
6.76 |
| Previous Close: |
6.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.58% |
| 1 Month |
|
|
+48.25% |
| 3 Months |
|
|
+43.52% |
| YTD |
|
|
+137.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.86 |
5.56 |
| 1M High / 1M Low: |
6.86 |
3.72 |
| 6M High / 6M Low: |
6.86 |
2.41 |
| High (YTD): |
2024-06-18 |
6.86 |
| Low (YTD): |
2024-01-05 |
2.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.87% |
| Volatility 6M: |
|
135.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
