DZ Bank Call 400 MSFT/ DE000DJ00D29 /
| 2024-06-20 9:34:41 PM | Chg.-0.440 | Bid9:59:55 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.220EUR | -9.44% | - Bid Size: - |
- Ask Size: - |
Microsoft Corporatio... | 400.00 USD | 2024-06-21 | Call |
Master data
| WKN: | DJ00D2 |
|---|---|
| Issuer: | DZ Bank AG |
| Currency: | EUR |
| Underlying: | Microsoft Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-04-06 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.32 |
|---|---|
| Intrinsic value: | 4.31 |
| Implied volatility: | 2.07 |
| Historic volatility: | 0.19 |
| Parity: | 4.31 |
| Time value: | 0.35 |
| Break-even: | 418.80 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 20.05 |
| Spread abs.: | 0.13 |
| Spread %: | 2.87% |
| Delta: | 0.86 |
| Theta: | -5.09 |
| Omega: | 7.64 |
| Rho: | 0.01 |
Quote data
| Open: | 4.480 |
|---|---|
| High: | 4.610 |
| Low: | 3.980 |
| Previous Close: | 4.660 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +5.50% | ||
|---|---|---|---|
| 1 Month | +42.09% | ||
| 3 Months | +6.84% | ||
| YTD | +143.93% | ||
| 1 Year | +187.07% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.720 | 4.000 |
|---|---|---|
| 1M High / 1M Low: | 4.720 | 1.220 |
| 6M High / 6M Low: | 4.720 | 1.140 |
| High (YTD): | 2024-06-17 | 4.720 |
| Low (YTD): | 2024-04-30 | 1.140 |
| 52W High: | 2024-06-17 | 4.720 |
| 52W Low: | 2023-09-26 | 0.610 |
| Avg. price 1W: | 4.392 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.008 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.643 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.984 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 275.18% | |
| Volatility 6M: | 197.88% | |
| Volatility 1Y: | 183.03% | |
| Volatility 3Y: | - |
