DZ Bank Call 76 BABA 20.06.2025
/ DE000DJ296Y1
DZ Bank Call 76 BABA 20.06.2025/ DE000DJ296Y1 /
| 15/05/2024 10:35:01 |
Chg.+0.040 |
Bid10:49:03 |
Ask10:49:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+2.78% |
1.480
Bid Size: 3,000 |
1.520
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: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.32 |
| Time value: |
1.17 |
| Break-even: |
85.18 |
| Moneyness: |
1.05 |
| Premium: |
0.16 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
3.27 |
| Rho: |
0.37 |
Quote data
| Open: |
1.460 |
| High: |
1.480 |
| Low: |
1.460 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.07% |
| 1 Month |
|
|
+43.69% |
| 3 Months |
|
|
+8.03% |
| YTD |
|
|
-6.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.440 |
| 1M High / 1M Low: |
1.830 |
0.940 |
| 6M High / 6M Low: |
2.410 |
0.940 |
| High (YTD): |
13/05/2024 |
1.830 |
| Low (YTD): |
18/04/2024 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.18% |
| Volatility 6M: |
|
114.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
