DZ Bank Call 80 BABA 20.06.2025
/ DE000DJ2WNC4
DZ Bank Call 80 BABA 20.06.2025/ DE000DJ2WNC4 /
| 5/13/2024 8:13:14 AM |
Chg.- |
Bid8:11:16 AM |
Ask8:11:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
- |
1.66
Bid Size: 6,000 |
1.70
Ask Size: 6,000 |
Alibaba Group Holdin... |
80.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
10/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.00 |
| Time value: |
1.38 |
| Break-even: |
88.08 |
| Moneyness: |
1.00 |
| Premium: |
0.19 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.47% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
3.35 |
| Rho: |
0.36 |
Quote data
| Open: |
1.36 |
| High: |
1.51 |
| Low: |
1.36 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.69% |
| 1 Month |
|
|
+45.19% |
| 3 Months |
|
|
+30.17% |
| YTD |
|
|
+5.59% |
| 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): |
5/13/2024 |
1.51 |
| Low (YTD): |
4/19/2024 |
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: |
|
- |
