DZ Bank Call 400 MSFT 20.12.2024
/ DE000DJ00D37
DZ Bank Call 400 MSFT 20.12.2024/ DE000DJ00D37 /
| 7/25/2024 8:12:08 AM |
Chg.-0.93 |
Bid5:39:32 PM |
Ask5:39:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.70EUR |
-16.52% |
4.27
Bid Size: 12,000 |
4.28
Ask Size: 12,000 |
Microsoft Corporatio... |
400.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.79 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
2.67 |
| Time value: |
2.08 |
| Break-even: |
416.57 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.71 |
| Theta: |
-0.11 |
| Omega: |
5.88 |
| Rho: |
0.94 |
Quote data
| Open: |
4.70 |
| High: |
4.70 |
| Low: |
4.70 |
| Previous Close: |
5.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.40% |
| 1 Month |
|
|
-25.28% |
| 3 Months |
|
|
+19.29% |
| YTD |
|
|
+46.88% |
| 1 Year |
|
|
+45.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.69 |
5.01 |
| 1M High / 1M Low: |
7.75 |
5.01 |
| 6M High / 6M Low: |
7.75 |
3.55 |
| High (YTD): |
7/8/2024 |
7.75 |
| Low (YTD): |
1/5/2024 |
2.84 |
| 52W High: |
7/8/2024 |
7.75 |
| 52W Low: |
9/27/2023 |
1.52 |
| Avg. price 1W: |
|
5.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.89 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.64% |
| Volatility 6M: |
|
101.42% |
| Volatility 1Y: |
|
101.40% |
| Volatility 3Y: |
|
- |
