DZ Bank Call 85 BABA 20.06.2025
/ DE000DJ296Z8
DZ Bank Call 85 BABA 20.06.2025/ DE000DJ296Z8 /
| 15/05/2024 14:34:56 |
Chg.+0.040 |
Bid15/05/2024 |
Ask15/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+3.77% |
1.100
Bid Size: 3,000 |
1.120
Ask Size: 3,000 |
Alibaba Group Holdin... |
85.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
DJ296Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
18/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-0.51 |
| Time value: |
1.11 |
| Break-even: |
89.70 |
| Moneyness: |
0.94 |
| Premium: |
0.22 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
3.69 |
| Rho: |
0.33 |
Quote data
| Open: |
1.080 |
| High: |
1.100 |
| Low: |
1.080 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
+44.74% |
| 3 Months |
|
|
+3.77% |
| YTD |
|
|
-12.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.060 |
| 1M High / 1M Low: |
1.420 |
0.680 |
| 6M High / 6M Low: |
1.980 |
0.680 |
| High (YTD): |
13/05/2024 |
1.420 |
| Low (YTD): |
18/04/2024 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.86% |
| Volatility 6M: |
|
125.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
