DZ Bank Call 86 BABA 20.12.2024
/ DE000DJ296X3
DZ Bank Call 86 BABA 20.12.2024/ DE000DJ296X3 /
| 2024-04-26 9:34:54 PM |
Chg.+0.020 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.530
Bid Size: 5,000 |
0.550
Ask Size: 5,000 |
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: |
12.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-1.02 |
| Time value: |
0.55 |
| Break-even: |
85.93 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
5.33 |
| Rho: |
0.15 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.29% |
| 1 Month |
|
|
+10.20% |
| 3 Months |
|
|
-23.94% |
| YTD |
|
|
-36.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.390 |
| 1M High / 1M Low: |
0.550 |
0.350 |
| 6M High / 6M Low: |
1.580 |
0.350 |
| High (YTD): |
2024-02-06 |
0.890 |
| Low (YTD): |
2024-04-19 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.736 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.37% |
| Volatility 6M: |
|
136.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
