DZ Bank Call 86 BABA 20.06.2025
/ DE000DJ29605
DZ Bank Call 86 BABA 20.06.2025/ DE000DJ29605 /
| 2024-05-28 5:04:53 PM |
Chg.-0.110 |
Bid5:16:58 PM |
Ask5:16:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-9.57% |
1.040
Bid Size: 7,500 |
1.060
Ask Size: 7,500 |
Alibaba Group Holdin... |
86.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
DJ2960 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
-0.44 |
| Time value: |
1.21 |
| Break-even: |
91.28 |
| Moneyness: |
0.94 |
| Premium: |
0.22 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
5.22% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
3.52 |
| Rho: |
0.32 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.040 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.09% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+0.97% |
| YTD |
|
|
-14.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.050 |
| 1M High / 1M Low: |
1.570 |
0.860 |
| 6M High / 6M Low: |
1.570 |
0.650 |
| High (YTD): |
2024-05-17 |
1.570 |
| Low (YTD): |
2024-04-18 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.998 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.29% |
| Volatility 6M: |
|
133.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
