DZ Bank Call 80 BABA 20.06.2025
/ DE000DJ2WNC4
DZ Bank Call 80 BABA 20.06.2025/ DE000DJ2WNC4 /
| 2024-05-14 8:13:20 AM |
Chg.+0.15 |
Bid3:04:49 PM |
Ask3:04:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+9.93% |
1.37
Bid Size: 4,500 |
1.39
Ask Size: 4,500 |
Alibaba Group Holdin... |
80.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
DJ2WNC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.43 |
| Time value: |
1.22 |
| Break-even: |
90.63 |
| Moneyness: |
1.06 |
| Premium: |
0.16 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.19 |
| Rho: |
0.40 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.88% |
| 1 Month |
|
|
+59.62% |
| 3 Months |
|
|
+43.10% |
| YTD |
|
|
+16.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.24 |
| 1M High / 1M Low: |
1.51 |
0.75 |
| 6M High / 6M Low: |
2.22 |
0.75 |
| High (YTD): |
2024-05-13 |
1.51 |
| Low (YTD): |
2024-04-19 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
16.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.68% |
| Volatility 6M: |
|
116.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
