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DZ Bank Call 400 MSFT 17.01.2025/  DE000DJ00D45  /

EUWAX
2024-06-21  8:11:50 AM Chg.-0.17 Bid11:54:13 AM Ask11:54:13 AM Underlying Strike price Expiration date Option type
6.56EUR -2.53% 6.43
Bid Size: 3,600		 6.45
Ask Size: 3,600		 Microsoft Corporatio... 400.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
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: 6.56
High: 6.56
Low: 6.56
Previous Close: 6.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.84%
1 Month  
+24.01%
3 Months  
+9.70%
YTD  
+93.51%
1 Year  
+142.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.73 6.14
1M High / 1M Low: 6.73 4.25
6M High / 6M Low: 6.73 3.05
High (YTD): 2024-06-20 6.73
Low (YTD): 2024-01-05 3.05
52W High: 2024-06-20 6.73
52W Low: 2023-09-27 1.65
Avg. price 1W:   6.48
Avg. volume 1W:   0.00
Avg. price 1M:   5.40
Avg. volume 1M:   217.39
Avg. price 6M:   4.85
Avg. volume 6M:   40
Avg. price 1Y:   3.73
Avg. volume 1Y:   19.53
Volatility 1M:   85.53%
Volatility 6M:   92.74%
Volatility 1Y:   98.76%
Volatility 3Y:   -