DZ Bank Call 18 VBK 17.06.2022/  DE000DFR82N3  /

EUWAX
11/25/2021  8:36:39 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
44.37EUR - -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 18.00 EUR 6/17/2022 Call

Master data

WKN: DFR82N
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 6/17/2022
Issue date: 8/14/2020
Last trading day: 11/25/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.34
Leverage: Yes

Calculated values

Fair value: 45.25
Intrinsic value: 45.25
Implied volatility: 2.05
Historic volatility: 0.57
Parity: 45.25
Time value: 1.81
Break-even: 65.06
Moneyness: 3.51
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: -0.79
Spread %: -1.68%
Delta: 0.92
Theta: -0.02
Omega: 1.23
Rho: 0.06
 

Quote data

Open: 44.37
High: 44.37
Low: 44.37
Previous Close: 45.88
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -10.90%
1 Month
  -5.11%
3 Months  
+33.60%
YTD  
+185.34%
1 Year  
+338.44%
3 Years     -
5 Years     -
1W High / 1W Low: 48.58 44.37
1M High / 1M Low: 56.30 44.37
6M High / 6M Low: 56.30 24.93
High (YTD): 11/5/2021 56.30
Low (YTD): 3/9/2021 13.80
52W High: 11/5/2021 56.30
52W Low: 11/30/2020 10.92
Avg. price 1W:   46.49
Avg. volume 1W:   0.00
Avg. price 1M:   50.19
Avg. volume 1M:   0.00
Avg. price 6M:   35.65
Avg. volume 6M:   .38
Avg. price 1Y:   27.44
Avg. volume 1Y:   .79
Volatility 1M:   74.42%
Volatility 6M:   75.91%
Volatility 1Y:   96.74%
Volatility 3Y:   -