DZ Bank Call 80 BABA 20.06.2025
/ DE000DJ2WNC4
DZ Bank Call 80 BABA 20.06.2025/ DE000DJ2WNC4 /
| 2024-04-26 8:12:00 AM |
Chg.+0.14 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+13.33% |
-
Bid Size: - |
-
Ask Size: - |
Alibaba Group Holdin... |
80.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
DJ2WNC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-0.46 |
| Time value: |
1.13 |
| Break-even: |
86.11 |
| Moneyness: |
0.94 |
| Premium: |
0.23 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
3.52 |
| Rho: |
0.33 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.67% |
| 1 Month |
|
|
+17.82% |
| 3 Months |
|
|
-7.03% |
| YTD |
|
|
-16.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.90 |
| 1M High / 1M Low: |
1.19 |
0.75 |
| 6M High / 6M Low: |
2.22 |
0.75 |
| High (YTD): |
2024-02-06 |
1.47 |
| Low (YTD): |
2024-04-19 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.58% |
| Volatility 6M: |
|
112.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
