DZ Bank Call 86 BABA 20.09.2024
/ DE000DJ296V7
DZ Bank Call 86 BABA 20.09.2024/ DE000DJ296V7 /
| 2024-05-14 8:09:17 AM |
Chg.+0.110 |
Bid4:01:41 PM |
Ask4:01:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+18.64% |
0.450
Bid Size: 11,250 |
-
Ask Size: - |
Alibaba Group Holdin... |
86.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
DJ296V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-0.13 |
| Time value: |
0.71 |
| Break-even: |
86.79 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
5.97 |
| Rho: |
0.12 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.83% |
| 1 Month |
|
|
+141.38% |
| 3 Months |
|
|
+62.79% |
| YTD |
|
|
+4.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.410 |
| 1M High / 1M Low: |
0.590 |
0.150 |
| 6M High / 6M Low: |
1.340 |
0.150 |
| High (YTD): |
2024-02-07 |
0.790 |
| Low (YTD): |
2024-04-19 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.83% |
| Volatility 6M: |
|
219.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
