DZ Bank Call 76 BABA 20.09.2024
/ DE000DJ296U9
DZ Bank Call 76 BABA 20.09.2024/ DE000DJ296U9 /
| 14/05/2024 15:35:05 |
Chg.-0.330 |
Bid15:47:27 |
Ask15:47:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-27.50% |
0.870
Bid Size: 7,500 |
0.890
Ask Size: 7,500 |
Alibaba Group Holdin... |
76.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
18/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.80 |
| Time value: |
0.43 |
| Break-even: |
82.72 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
4.69 |
| Rho: |
0.16 |
Quote data
| Open: |
1.240 |
| High: |
1.260 |
| Low: |
0.870 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.16% |
| 1 Month |
|
|
+67.31% |
| 3 Months |
|
|
+10.13% |
| YTD |
|
|
-17.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.830 |
| 1M High / 1M Low: |
1.200 |
0.390 |
| 6M High / 6M Low: |
1.870 |
0.390 |
| High (YTD): |
13/05/2024 |
1.200 |
| Low (YTD): |
19/04/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.809 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.75% |
| Volatility 6M: |
|
176.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
