DZ Bank Call 76 BABA 20.06.2025
/ DE000DJ296Y1
DZ Bank Call 76 BABA 20.06.2025/ DE000DJ296Y1 /
| 31/05/2024 13:35:06 |
Chg.-0.150 |
Bid13:44:41 |
Ask13:44:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-10.64% |
1.270
Bid Size: 3,000 |
1.290
Ask Size: 3,000 |
Alibaba Group Holdin... |
76.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
DJ296Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
18/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.34 |
| Time value: |
1.08 |
| Break-even: |
84.37 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
3.42 |
| Rho: |
0.36 |
Quote data
| Open: |
1.320 |
| High: |
1.320 |
| Low: |
1.230 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
+3.28% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
-20.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.380 |
| 1M High / 1M Low: |
2.070 |
1.220 |
| 6M High / 6M Low: |
2.070 |
0.940 |
| High (YTD): |
17/05/2024 |
2.070 |
| Low (YTD): |
18/04/2024 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.79% |
| Volatility 6M: |
|
117.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
