OverviewChartNewsTraderScreen

DZ Bank Call 400 MSFT 17.01.2025/  DE000DJ00D45  /

Frankfurt Zert./DZB
7/25/2024  7:04:43 PM Chg.-0.230 Bid7:31:16 PM Ask7:31:16 PM Underlying Strike price Expiration date Option type
4.780EUR -4.59% 4.700
Bid Size: 12,000		 4.710
Ask Size: 12,000		 Microsoft Corporatio... 400.00 USD 1/17/2025 Call
 

Master data

WKN: DJ00D4
Issuer: DZ Bank AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.90
Leverage: Yes

Calculated values

Fair value: 3.99
Intrinsic value: 2.67
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 2.67
Time value: 2.34
Break-even: 419.17
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.20%
Delta: 0.70
Theta: -0.10
Omega: 5.54
Rho: 1.10
 

Quote data

Open: 5.040
High: 5.040
Low: 4.480
Previous Close: 5.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.80%
1 Month
  -28.87%
3 Months  
+18.61%
YTD  
+41.00%
1 Year  
+41.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.970 5.010
1M High / 1M Low: 7.930 5.010
6M High / 6M Low: 7.930 3.590
High (YTD): 7/5/2024 7.930
Low (YTD): 1/5/2024 2.980
52W High: 7/5/2024 7.930
52W Low: 9/26/2023 1.610
Avg. price 1W:   5.602
Avg. volume 1W:   0.000
Avg. price 1M:   6.722
Avg. volume 1M:   0.000
Avg. price 6M:   5.364
Avg. volume 6M:   118.110
Avg. price 1Y:   4.069
Avg. volume 1Y:   58.594
Volatility 1M:   88.99%
Volatility 6M:   102.23%
Volatility 1Y:   100.22%
Volatility 3Y:   -