DZ Bank Call 86 BABA 20.12.2024
/ DE000DJ296X3
DZ Bank Call 86 BABA 20.12.2024/ DE000DJ296X3 /
| 30/05/2024 16:34:47 |
Chg.+0.010 |
Bid16:52:25 |
Ask16:52:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+1.64% |
0.630
Bid Size: 7,500 |
0.650
Ask Size: 7,500 |
Alibaba Group Holdin... |
86.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
DJ296X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.64 |
| Time value: |
0.62 |
| Break-even: |
85.82 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
5.49 |
| Rho: |
0.16 |
Quote data
| Open: |
0.560 |
| High: |
0.620 |
| Low: |
0.560 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.46% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
-4.62% |
| YTD |
|
|
-27.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.610 |
| 1M High / 1M Low: |
1.100 |
0.500 |
| 6M High / 6M Low: |
1.100 |
0.350 |
| High (YTD): |
17/05/2024 |
1.100 |
| Low (YTD): |
19/04/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.49% |
| Volatility 6M: |
|
178.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
