DZ Bank Call 11 VBK 17.12.2021/  DE000DF9JZC4  /

Frankfurt Zert./DZB
10/18/2021  9:34:47 PM Chg.+1.200 Bid9:58:54 PM Ask9:58:54 PM Underlying Strike price Expiration date Option type
51.370EUR +2.39% 51.080
Bid Size: 1,000
52.880
Ask Size: 1,000
VERBIO VER.BIOENERGI... 11.00 EUR 12/17/2021 Call

Master data

WKN: DF9JZC
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 12/17/2021
Issue date: 12/23/2019
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.18
Leverage: Yes

Calculated values

Fair value: 50.25
Intrinsic value: 50.25
Implied volatility: 3.80
Historic volatility: 0.59
Parity: 50.25
Time value: 1.53
Break-even: 62.78
Moneyness: 5.57
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 1.80
Spread %: 3.48%
Delta: 0.97
Theta: -0.05
Omega: 1.14
Rho: 0.01
 

Quote data

Open: 50.640
High: 51.800
Low: 49.780
Previous Close: 50.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.32%
1 Month  
+18.36%
3 Months  
+57.96%
YTD  
+153.05%
1 Year  
+357.44%
3 Years     -
5 Years     -
1W High / 1W Low: 50.170 45.330
1M High / 1M Low: 50.170 36.980
6M High / 6M Low: 50.170 22.170
High (YTD): 10/15/2021 50.170
Low (YTD): 3/8/2021 18.210
52W High: 10/15/2021 50.170
52W Low: 10/28/2020 7.920
Avg. price 1W:   47.800
Avg. volume 1W:   0.000
Avg. price 1M:   44.237
Avg. volume 1M:   0.000
Avg. price 6M:   35.805
Avg. volume 6M:   0.000
Avg. price 1Y:   28.112
Avg. volume 1Y:   1.229
Volatility 1M:   94.65%
Volatility 6M:   70.99%
Volatility 1Y:   87.78%
Volatility 3Y:   -