DZ Bank Call 86 BABA 20.12.2024
/ DE000DJ296X3
DZ Bank Call 86 BABA 20.12.2024/ DE000DJ296X3 /
| 14/05/2024 08:09:17 |
Chg.+0.110 |
Bid21:01:11 |
Ask21:01:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+13.25% |
0.640
Bid Size: 15,000 |
0.660
Ask Size: 15,000 |
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: |
8.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-0.13 |
| Time value: |
0.95 |
| Break-even: |
89.19 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
4.69 |
| Rho: |
0.21 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.56% |
| 1 Month |
|
|
+88.00% |
| 3 Months |
|
|
+49.21% |
| YTD |
|
|
+10.59% |
| 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): |
07/02/2024 |
1.010 |
| Low (YTD): |
19/04/2024 |
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: |
|
- |
