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DZ Bank Call 76 BABA 20.09.2024/  DE000DJ296U9  /

Frankfurt Zert./DZB
2024-05-27  9:34:33 PM Chg.+0.040 Bid8:06:15 AM Ask8:06:15 AM Underlying Strike price Expiration date Option type
0.920EUR +4.55% 0.880
Bid Size: 4,000		 0.920
Ask Size: 4,000		 Alibaba Group Holdin... 76.00 USD 2024-09-20 Call
 

Master data

WKN: DJ296U
Issuer: DZ Bank AG
Currency: EUR
Underlying: Alibaba Group Holding Limited
Type: Warrant
Option type: Call
Strike price: 76.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-18
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.42
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.48
Implied volatility: 0.35
Historic volatility: 0.32
Parity: 0.48
Time value: 0.41
Break-even: 78.97
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 2.30%
Delta: 0.69
Theta: -0.03
Omega: 5.83
Rho: 0.14
 

Quote data

Open: 0.870
High: 0.950
Low: 0.870
Previous Close: 0.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.69%
1 Month  
+39.39%
3 Months  
+13.58%
YTD
  -13.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 0.830
1M High / 1M Low: 1.400 0.610
6M High / 6M Low: 1.400 0.390
High (YTD): 2024-05-17 1.400
Low (YTD): 2024-04-19 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   0.978
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.77%
Volatility 6M:   193.34%
Volatility 1Y:   -
Volatility 3Y:   -