DZ Bank Call 76 BABA 20.09.2024
/ DE000DJ296U9
DZ Bank Call 76 BABA 20.09.2024/ DE000DJ296U9 /
| 2024-04-26 9:34:37 PM |
Chg.+0.040 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+6.45% |
0.650
Bid Size: 5,000 |
0.670
Ask Size: 5,000 |
Alibaba Group Holdin... |
76.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
DJ296U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.08 |
| Time value: |
0.67 |
| Break-even: |
77.77 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
5.80 |
| Rho: |
0.13 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.630 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.23% |
| 1 Month |
|
|
+15.79% |
| 3 Months |
|
|
-24.14% |
| YTD |
|
|
-37.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.450 |
| 1M High / 1M Low: |
0.660 |
0.390 |
| 6M High / 6M Low: |
1.870 |
0.390 |
| High (YTD): |
2024-02-06 |
1.080 |
| Low (YTD): |
2024-04-19 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.879 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.84% |
| Volatility 6M: |
|
148.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
