DZ Bank Call 270 MSF 17.01.2025
/ DE000DJ0AUH8
DZ Bank Call 270 MSF 17.01.2025/ DE000DJ0AUH8 /
| 18/07/2024 08:12:25 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.60EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
270.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
DJ0AUH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
10/03/2023 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.64 |
| Intrinsic value: |
12.19 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.18 |
| Parity: |
12.19 |
| Time value: |
3.88 |
| Break-even: |
430.70 |
| Moneyness: |
1.45 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.21 |
| Omega: |
2.01 |
| Rho: |
0.76 |
Quote data
| Open: |
16.60 |
| High: |
16.60 |
| Low: |
16.60 |
| Previous Close: |
16.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.24% |
| 3 Months |
|
|
+23.33% |
| YTD |
|
|
+47.82% |
| 1 Year |
|
|
+85.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
19.09 |
16.60 |
| 6M High / 6M Low: |
19.09 |
13.04 |
| High (YTD): |
08/07/2024 |
19.09 |
| Low (YTD): |
05/01/2024 |
10.72 |
| 52W High: |
08/07/2024 |
19.09 |
| 52W Low: |
27/09/2023 |
7.13 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
18.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
15.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
12.48 |
| Avg. volume 1Y: |
|
.65 |
| Volatility 1M: |
|
45.01% |
| Volatility 6M: |
|
46.75% |
| Volatility 1Y: |
|
49.48% |
| Volatility 3Y: |
|
- |
