DZ Bank Call 76 BABA 20.12.2024
/ DE000DJ296W5
DZ Bank Call 76 BABA 20.12.2024/ DE000DJ296W5 /
| 14/05/2024 21:35:10 |
Chg.-0.380 |
Bid08:08:09 |
Ask08:08:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-26.95% |
1.040
Bid Size: 4,000 |
1.080
Ask Size: 4,000 |
Alibaba Group Holdin... |
76.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
DJ296W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
0.32 |
| Time value: |
0.76 |
| Break-even: |
81.08 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.41 |
| Rho: |
0.22 |
Quote data
| Open: |
1.450 |
| High: |
1.470 |
| Low: |
0.990 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.90% |
| 1 Month |
|
|
+51.47% |
| 3 Months |
|
|
+1.98% |
| YTD |
|
|
-16.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.030 |
| 1M High / 1M Low: |
1.410 |
0.600 |
| 6M High / 6M Low: |
2.090 |
0.600 |
| High (YTD): |
13/05/2024 |
1.410 |
| Low (YTD): |
19/04/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.07% |
| Volatility 6M: |
|
146.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
