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DZ Bank Call 86 BABA 20.12.2024/  DE000DJ296X3  /

Frankfurt Zert./DZB
2024-05-14  2:34:59 PM Chg.-0.200 Bid2:51:00 PM Ask2:51:00 PM Underlying Strike price Expiration date Option type
0.730EUR -21.51% 0.750
Bid Size: 3,000		 0.770
Ask Size: 3,000		 Alibaba Group Holdin... 86.00 USD 2024-12-20 Call
 

Master data

WKN: DJ296X
Issuer: DZ Bank AG
Currency: EUR
Underlying: Alibaba Group Holding Limited
Type: Warrant
Option type: Call
Strike price: 86.00 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: 8.25
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.32
Parity: -0.13
Time value: 0.95
Break-even: 89.19
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 2.15%
Delta: 0.57
Theta: -0.02
Omega: 4.69
Rho: 0.21
 

Quote data

Open: 0.960
High: 0.970
Low: 0.720
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.35%
1 Month  
+65.91%
3 Months  
+10.61%
YTD
  -14.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.670
1M High / 1M Low: 0.930 0.350
6M High / 6M Low: 1.580 0.350
High (YTD): 2024-05-13 0.930
Low (YTD): 2024-04-19 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.567
Avg. volume 1M:   0.000
Avg. price 6M:   0.673
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.67%
Volatility 6M:   161.90%
Volatility 1Y:   -
Volatility 3Y:   -