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DZ Bank Call 400 MSFT 17.01.2025/  DE000DJ00D45  /

Frankfurt Zert./DZB
6/21/2024  1:08:28 PM Chg.+0.020 Bid1:17:28 PM Ask1:17:28 PM Underlying Strike price Expiration date Option type
6.460EUR +0.31% 6.450
Bid Size: 3,600		 6.460
Ask Size: 3,600		 Microsoft Corporatio... 400.00 USD 1/17/2025 Call
 

Master data

WKN: DJ00D4
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.40
Leverage: Yes

Calculated values

Fair value: 5.57
Intrinsic value: 4.27
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 4.27
Time value: 2.23
Break-even: 438.63
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.76
Theta: -0.09
Omega: 4.85
Rho: 1.44
 

Quote data

Open: 6.570
High: 6.570
Low: 6.360
Previous Close: 6.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.19%
1 Month  
+20.75%
3 Months  
+5.21%
YTD  
+90.56%
1 Year  
+140.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.810 6.200
1M High / 1M Low: 6.810 3.890
6M High / 6M Low: 6.810 2.980
High (YTD): 6/17/2024 6.810
Low (YTD): 1/5/2024 2.980
52W High: 6/17/2024 6.810
52W Low: 9/26/2023 1.610
Avg. price 1W:   6.550
Avg. volume 1W:   0.000
Avg. price 1M:   5.396
Avg. volume 1M:   0.000
Avg. price 6M:   4.812
Avg. volume 6M:   120
Avg. price 1Y:   3.710
Avg. volume 1Y:   58.594
Volatility 1M:   110.86%
Volatility 6M:   99.54%
Volatility 1Y:   105.79%
Volatility 3Y:   -