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DZ Bank Call 400 MSFT 20.12.2024/  DE000DJ00D37  /

EUWAX
2024-06-21  8:11:50 AM Chg.-0.18 Bid9:17:22 PM Ask9:17:22 PM Underlying Strike price Expiration date Option type
6.30EUR -2.78% 6.44
Bid Size: 12,000		 6.45
Ask Size: 12,000		 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: 6.69
Leverage: Yes

Calculated values

Fair value: 5.39
Intrinsic value: 4.27
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 4.27
Time value: 1.95
Break-even: 435.83
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.77
Theta: -0.10
Omega: 5.12
Rho: 1.28
 

Quote data

Open: 6.30
High: 6.30
Low: 6.30
Previous Close: 6.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.78%
1 Month  
+25.25%
3 Months  
+9.38%
YTD  
+96.88%
1 Year  
+154.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.48 5.90
1M High / 1M Low: 6.48 4.00
6M High / 6M Low: 6.48 2.84
High (YTD): 2024-06-20 6.48
Low (YTD): 2024-01-05 2.84
52W High: 2024-06-20 6.48
52W Low: 2023-09-27 1.52
Avg. price 1W:   6.23
Avg. volume 1W:   0.00
Avg. price 1M:   5.15
Avg. volume 1M:   0.00
Avg. price 6M:   4.62
Avg. volume 6M:   0.00
Avg. price 1Y:   3.53
Avg. volume 1Y:   0.00
Volatility 1M:   89.46%
Volatility 6M:   96.98%
Volatility 1Y:   104.34%
Volatility 3Y:   -