DZ Bank Call 86 BABA 20.12.2024/  DE000DJ296X3  /

EUWAX
28/05/2024  08:09:36 Chg.+0.010 Bid09:53:10 Ask09:53:10 Underlying Strike price Expiration date Option type
0.710EUR +1.43% 0.700
Bid Size: 6,000
0.740
Ask Size: 6,000
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: 9.47
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -0.44
Time value: 0.79
Break-even: 87.08
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.31
Spread abs.: 0.06
Spread %: 8.22%
Delta: 0.51
Theta: -0.03
Omega: 4.87
Rho: 0.17
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.04%
1 Month  
+18.33%
3 Months
  -5.33%
YTD
  -16.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.650
1M High / 1M Low: 1.080 0.560
6M High / 6M Low: 1.080 0.310
High (YTD): 20/05/2024 1.080
Low (YTD): 19/04/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.40%
Volatility 6M:   178.40%
Volatility 1Y:   -
Volatility 3Y:   -