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DZ Bank Call 76 BABA 20.12.2024/  DE000DJ296W5  /

Frankfurt Zert./DZB
2024-05-15  7:04:50 PM Chg.+0.080 Bid7:30:21 PM Ask7:30:21 PM Underlying Strike price Expiration date Option type
1.110EUR +7.77% 1.120
Bid Size: 10,000		 1.140
Ask Size: 10,000		 Alibaba Group Holdin... 76.00 USD 2024-12-20 Call
 

Master data

WKN: DJ296W
Issuer: DZ Bank AG
Currency: EUR
Underlying: Alibaba Group Holding Limited
Type: Warrant
Option type: Call
Strike price: 76.00 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: 6.81
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.32
Implied volatility: 0.37
Historic volatility: 0.32
Parity: 0.32
Time value: 0.76
Break-even: 81.08
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.89%
Delta: 0.65
Theta: -0.02
Omega: 4.41
Rho: 0.22
 

Quote data

Open: 1.050
High: 1.140
Low: 1.050
Previous Close: 1.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.71%
1 Month  
+63.24%
3 Months  
+9.90%
YTD
  -9.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.030
1M High / 1M Low: 1.410 0.600
6M High / 6M Low: 2.090 0.600
High (YTD): 2024-05-13 1.410
Low (YTD): 2024-04-19 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   1.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.917
Avg. volume 1M:   0.000
Avg. price 6M:   1.000
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.07%
Volatility 6M:   146.07%
Volatility 1Y:   -
Volatility 3Y:   -