DZ Bank Call 86 BABA 20.12.2024
/ DE000DJ296X3
DZ Bank Call 86 BABA 20.12.2024/ DE000DJ296X3 /
| 2024-05-13 8:09:00 AM |
Chg.- |
Bid8:08:01 AM |
Ask8:08:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
- |
0.940
Bid Size: 6,000 |
0.980
Ask Size: 6,000 |
Alibaba Group Holdin... |
86.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-0.55 |
| Time value: |
0.74 |
| Break-even: |
87.25 |
| Moneyness: |
0.93 |
| Premium: |
0.17 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
4.98 |
| Rho: |
0.18 |
Quote data
| Open: |
0.730 |
| High: |
0.830 |
| Low: |
0.730 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.28% |
| 1 Month |
|
|
+66.00% |
| 3 Months |
|
|
+31.75% |
| YTD |
|
|
-2.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.640 |
| 1M High / 1M Low: |
0.830 |
0.310 |
| 6M High / 6M Low: |
1.570 |
0.310 |
| High (YTD): |
2024-02-07 |
1.010 |
| Low (YTD): |
2024-04-19 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.674 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.25% |
| Volatility 6M: |
|
164.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
