DZ Bank Call 400 MSFT 20.12.2024
/ DE000DJ00D37
DZ Bank Call 400 MSFT 20.12.2024/ DE000DJ00D37 /
2024-09-20 9:34:32 PM |
Chg.-0.210 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.300EUR |
-4.66% |
- Bid Size: - |
- Ask Size: - |
Microsoft Corporatio... |
400.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
DJ00D3 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.69 |
Intrinsic value: |
3.16 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
3.16 |
Time value: |
1.06 |
Break-even: |
400.52 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.24% |
Delta: |
0.77 |
Theta: |
-0.11 |
Omega: |
7.13 |
Rho: |
0.64 |
Quote data
Open: |
4.510 |
High: |
4.510 |
Low: |
4.220 |
Previous Close: |
4.510 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+6.70% |
1 Month |
|
|
+32.31% |
3 Months |
|
|
-33.02% |
YTD |
|
|
+34.80% |
1 Year |
|
|
+147.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.510 |
4.030 |
1M High / 1M Low: |
4.510 |
2.440 |
6M High / 6M Low: |
7.690 |
2.440 |
High (YTD): |
2024-07-05 |
7.690 |
Low (YTD): |
2024-09-06 |
2.440 |
52W High: |
2024-07-05 |
7.690 |
52W Low: |
2023-09-26 |
1.520 |
Avg. price 1W: |
|
4.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.366 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.677 |
Avg. volume 6M: |
|
85.827 |
Avg. price 1Y: |
|
4.097 |
Avg. volume 1Y: |
|
121.654 |
Volatility 1M: |
|
134.79% |
Volatility 6M: |
|
110.01% |
Volatility 1Y: |
|
108.02% |
Volatility 3Y: |
|
- |