DZ Bank Call 76 BABA 20.06.2025
/ DE000DJ296Y1
DZ Bank Call 76 BABA 20.06.2025/ DE000DJ296Y1 /
| 2024-04-29 8:34:54 AM |
Chg.+0.030 |
Bid2024-04-29 |
Ask2024-04-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+2.34% |
1.310
Bid Size: 4,000 |
1.350
Ask Size: 4,000 |
Alibaba Group Holdin... |
76.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
DJ296Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-0.08 |
| Time value: |
1.29 |
| Break-even: |
83.97 |
| Moneyness: |
0.99 |
| Premium: |
0.20 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
3.34 |
| Rho: |
0.35 |
Quote data
| Open: |
1.310 |
| High: |
1.310 |
| Low: |
1.310 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.18% |
| 1 Month |
|
|
+12.93% |
| 3 Months |
|
|
-5.07% |
| YTD |
|
|
-17.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.030 |
| 1M High / 1M Low: |
1.280 |
0.940 |
| 6M High / 6M Low: |
2.410 |
0.940 |
| High (YTD): |
2024-02-06 |
1.640 |
| Low (YTD): |
2024-04-18 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.418 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.44% |
| Volatility 6M: |
|
99.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
