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DZ Bank Call 400 MSFT 20.12.2024/  DE000DJ00D37  /

EUWAX
2024-09-20  9:49:12 AM Chg.+0.04 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
4.47EUR +0.90% -
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: 4.47
High: 4.47
Low: 4.47
Previous Close: 4.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.94%
1 Month  
+36.70%
3 Months
  -29.05%
YTD  
+39.69%
1 Year  
+158.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.47 4.07
1M High / 1M Low: 4.47 2.63
6M High / 6M Low: 7.75 2.63
High (YTD): 2024-07-08 7.75
Low (YTD): 2024-09-10 2.63
52W High: 2024-07-08 7.75
52W Low: 2023-09-27 1.52
Avg. price 1W:   4.33
Avg. volume 1W:   0.00
Avg. price 1M:   3.37
Avg. volume 1M:   0.00
Avg. price 6M:   4.74
Avg. volume 6M:   273.44
Avg. price 1Y:   4.12
Avg. volume 1Y:   137.25
Volatility 1M:   122.92%
Volatility 6M:   123.89%
Volatility 1Y:   112.70%
Volatility 3Y:   -