DZ Bank Call 85 BABA 20.06.2025
/ DE000DJ296Z8
DZ Bank Call 85 BABA 20.06.2025/ DE000DJ296Z8 /
| 2024-04-26 9:34:37 PM |
Chg.+0.030 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+3.30% |
-
Bid Size: - |
-
Ask Size: - |
Alibaba Group Holdin... |
85.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
DJ296Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-0.92 |
| Time value: |
0.96 |
| Break-even: |
89.09 |
| Moneyness: |
0.88 |
| Premium: |
0.27 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
3.73 |
| Rho: |
0.30 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
0.920 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.33% |
| 1 Month |
|
|
+9.30% |
| 3 Months |
|
|
-12.96% |
| YTD |
|
|
-24.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.750 |
| 1M High / 1M Low: |
0.940 |
0.680 |
| 6M High / 6M Low: |
1.980 |
0.680 |
| High (YTD): |
2024-02-06 |
1.290 |
| Low (YTD): |
2024-04-18 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.58% |
| Volatility 6M: |
|
106.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
